Folks,
fwiw, https://github.com/denis-bz/opt has a Python testbench
for some of the non-derivative optimizers in NLopt
on Powell's sin-cos scalable test function.
This turns out to be *very* noisy; with 5 random seeds,
fmin 0.4 neval 369 LN_BOBYQA
fmin 3 neval 580 LN_BOBYQA
fmin 0.06 neval 423 LN_BOBYQA
fmin 12 neval 385 LN_BOBYQA
fmin 2 neval 325 LN_BOBYQA
...
fmin 766 neval 1000 0s LN_COBYLA
fmin 1580 neval 1000 0s LN_COBYLA
...
fmin 52 neval 1000 0s LN_NELDERMEAD
...
see opt-py.Readme and opt/nlopt/test/Powellsincos*sum.
Comments are welcome, other high-d test functions most welcome.
cheers
-- denis
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