testbench for some non-derivative optimizers in NLopt and scipy.optimize
Folks, fwiw, https://github.com/denis-bz/opt has testbenches for some of the non-derivative optimizers in NLopt and scipy.optimize.
From opt-py.Readme --
These few test functions are *very* noisy, sensitive to random seed: fmin 0.4 neval 369 LN_BOBYQA fmin 3 neval 580 LN_BOBYQA fmin 0.06 neval 423 LN_BOBYQA fmin 12 neval 385 LN_BOBYQA fmin 2 neval 325 LN_BOBYQA ... ==> we need test functions. Comments, any birds of a feather ? cheers -- denis
On Thu, Apr 12, 2012 at 7:04 PM, denis <denis-bz-py@t-online.de> wrote:
Folks, fwiw, https://github.com/denis-bz/opt has testbenches for some of the non-derivative optimizers in NLopt and scipy.optimize.
From opt-py.Readme --
These few test functions are *very* noisy, sensitive to random seed: fmin 0.4 neval 369 LN_BOBYQA fmin 3 neval 580 LN_BOBYQA fmin 0.06 neval 423 LN_BOBYQA fmin 12 neval 385 LN_BOBYQA fmin 2 neval 325 LN_BOBYQA ...
==> we need test functions.
Comments, any birds of a feather ?
This seems to be telling me something interesting, but not sure exactly what: https://github.com/denis-bz/opt/blob/master/nlopt/test/Powellsincos-dim10.pn... It looks like there are a lot more tests for NLopt than for scipy.optimize. Are you planning to keep developing this test bench? Ralf
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Ralf Gommers