On Wed, Jun 09, 2010 at 10:48:23AM +0200, Michael Creel wrote: > On Tue, Jun 8, 2010 at 3:16 PM, Olaf Till <olaf.t...@uni-jena.de> 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 > > > > 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
Thank you, that was a pointer I hoped for. It also led me to http://www.mat.univie.ac.at/~neum/glopt/test.html with a nice overview. It will require some study ... In advance, it'd be my personal preference not to include the external 'SolveOpt' code into the proposed test-suite, but to write down the problems of Moré-Garbow-Hillstrom, if included, from scratch ... 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 Octave-dev@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/octave-dev
