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.
zaikunzhang
commented
1 year ago
This test will serve as a stress test to make sure that PRIMA does not crash on huge problems (e.g., 500 for COBYLA and UOBYQA, 1000 for the others).