Much of the testing of optimization software is inadequate because the number of test functmns is small or the starting points are close to the solution. In addition, there has been too much emphasm on measurmg the efficmncy of the software and not enough on testing reliability and robustness. To address this need, we have produced a relatwely large but easy-to-use collection of test functions and designed gmdelines for testing the reliability and robustness of unconstrained optimization software.
Much of the testing of optimization software is inadequate because the number of test functmns is small or the starting points are close to the solution. In addition, there has been too much emphasm on measurmg the efficmncy of the software and not enough on testing reliability and robustness. To address this need, we have produced a relatwely large but easy-to-use collection of test functions and designed gmdelines for testing the reliability and robustness of unconstrained optimization software.
EvaluationA simulation test methodology has been developed to evaluate unconstrained nonlinear optimization computer algorithms. The test technique simulates problems optimization algorithms encounter in practice by employing a repertoire of problems representing various topographies (descending curved valleys, saddle points, ridges, etc.), dimensions, degrees of nonlinearity (e.g. linear to exponential) and minima, addressing them from various randomly generated initial approximations to the solution and recording their performances in the form of statistical summaries. These summaries, consisting of categorized results and statistical averages, are generated for each algorithm as tested over members of the problem set. The individual tests are composed of a series of runs from random starts over a member of the problem set. Descriptions of the test technique, test problem, and test results are provided.
MINPACK-1 is a package of Fortran subprograms for the numerical solution of systems of nonlinear equations and nonlinear least squares problems. This r'eport describes how to implement the package from the tape on which it is transmitted.
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