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Re: GSoC 2015: Optimization Package: Non-linear and constrained least sq


From: Olaf Till
Subject: Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin
Date: Fri, 27 Feb 2015 21:25:37 +0100
User-agent: Mutt/1.5.21 (2010-09-15)

On Fri, Feb 27, 2015 at 03:01:14PM +0000, Nir Krakauer wrote:
> Also, what do you think about adding as a possible component of the project
> to benchmark the existing and new optimization functions

What do you mean by "existing and new"? I thought the project is now
decided not to create new algorithms?

> with a suite of
> standard problems such as those from CUTEst[1] to identify any performance
> or interface limitations or bugs, which could enable better prioritizing
> what algorithms to add/improve?

Have you looked at "optim_problems.m" in the optim package?

How should tests for interface limitations be performed?

Olaf

> [1] http://ccpforge.cse.rl.ac.uk/gf/project/cutest/wiki/ -- LGPL, Fortran
> with Matlab interface
>

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