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libprima / prima

PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. PRIMA means Reference Implementation for Powell's methods with Modernization and Amelioration, P for Powell.
http://libprima.net
BSD 3-Clause "New" or "Revised" License
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Add John Burkardt's functions to test suite #139

Closed Beliavsky closed 5 months ago

Beliavsky commented 5 months ago

For unconstrained optimization there are 43 functions in his test_opt code, there are 12 more in test_optimization, and there are 9 functions for constrained optimization in test_opt_con.

zaikunzhang commented 5 months ago

Hi @Beliavsky , thank you for your suggestions. I have had a look into the links. Most, if not all, of the problems are included in the CUTEst test suite. The problems therein are being tested extensively and intensively through the MATLAB interface via the MatCUTEst package. I intend to keep the Fortran tests simple, because it is much easier to test through MATLAB/Python/Julia/R interfaces.