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uqfoundation / mystic

constrained nonlinear optimization for scientific machine learning, UQ, and AI
http://mystic.rtfd.io
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add benchmarking solver test suite #16

Open mmckerns opened 10 years ago

mmckerns commented 10 years ago

add a more robust solver test suite that performs benchmarking against several standard test functions

mmckerns commented 10 years ago

solver test suite exists at: https://github.com/uqfoundation/mystic/blob/0ee606039f5ce9030f16c5a30eaccb1685e131fc/tests/solver_test_suite.py

There are 17 standard functions tested. However, it tests convergence, for some set of given conditions. It doesn't do benchmarking (statistics on: # of iterations, # function evaluations, accuracy in obtaining minima, likelihood to solve, etc).

An additional small test suite also exists that produces "best configuration" (for two functions, I believe).