[SciPy-Dev] testbench for some non-derivative optimizers in NLopt and scipy.optimize
denis
denis-bz-py at t-online.de
Thu Apr 12 13:04:47 EDT 2012
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
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