[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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