On Tue, Jun 8, 2010 at 3:16 PM, Olaf Till <[email protected]> wrote: > Hi, > > a function 'optim_problems' has been submitted to the optim package, > returning test problems for optimization. As yet it's a skeleton with > a few examples for curve fitting. > > I think there is a need for such a repository of tests for assessing > and comparing optimizers. > > TODO: > > 1. Really "difficult" problems, preferably with literature references. > > 2. General minimization and zero finding. > > 3. Good tests for constraints, linear and non-linear, equality and > inequality, multiple constraints. > > Feel free to add tests. Also, I would be grateful for pointers to > known test problems. > > Olaf > > ------------------------------------------------------------------------------ > ThinkGeek and WIRED's GeekDad team up for the Ultimate > GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the > lucky parental unit. See the prize list and enter to win: > http://p.sf.net/sfu/thinkgeek-promo > _______________________________________________ > Octave-dev mailing list > [email protected] > https://lists.sourceforge.net/lists/listinfo/octave-dev >
I think that having a test suite that can be run using different solvers would be a very good idea. When I first developed bfgsmin and samin, I used the Moré-Garbow-Hillstrom test suite. A link that has the materials is http://pareto.uab.es/mcreel/MINTOOLKIT/ There is code to run the entire test suite, using old versions of bfgsmin and samin. I haven't used this in a long time, and I don't know if it will work with current Octave. It could certainly be adapted pretty easily, though. Michael ------------------------------------------------------------------------------ ThinkGeek and WIRED's GeekDad team up for the Ultimate GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the lucky parental unit. See the prize list and enter to win: http://p.sf.net/sfu/thinkgeek-promo _______________________________________________ Octave-dev mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/octave-dev
