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TEST_OPTIMIZATION\ Test Functions for Optimization
TEST_OPTIMIZATION is a C++ library which defines test problems for the scalar function optimization problem.
The scalar function optimization problem is to find a value for the M-dimensional vector X which minimizes the value of the given scalar function F(X).
A special feature of this library is that all the functions can be defined for any dimension 1 <= M.
The functions defined include:
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
TEST_OPTIMIZATION is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
ASA047, a C++ library which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
BRENT, a C++ library which contains Richard Brent’s routines for finding the zero, local minimizer, or global minimizer of a scalar function of a scalar argument, without the use of derivative information.
COMPASS_SEARCH, a C++ library which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.
PRAXIS, a C++ library which minimizes a scalar function of several variables.
TEST_OPT_CON, a C++ library which defines test problems for the minimization of a scalar function of several variables, with the search constrained to lie within a specified hyper-rectangle.
You can go up one level to the C++ source codes.
Last revised on 20 February 2012.