Testing Unconstrained Optimization Software
ACM Transactions on Mathematical Software (TOMS)
Algorithm 566: FORTRAN Subroutines for Testing Unconstrained Optimization Software [C5], [E4]
ACM Transactions on Mathematical Software (TOMS)
HESFCN - A Fortran package of Hessian Subroutines for Testing Nonlinear Optimization Software
HESFCN - A Fortran package of Hessian Subroutines for Testing Nonlinear Optimization Software
Remark on Algorithm 702—the updated truncated Newton minimization package
ACM Transactions on Mathematical Software (TOMS)
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We report the development of second-derivative FORTRAN routines to supplement Algorithm 566 developed by J. More´ et al. (ACM Trans. Math. Softw. 7, 14-41, 136–140, 1981). Algorithm 566 provides function and gradient subroutines of 18 test functions for multivariate minimization. Our supplementary Hessian segments enable users to test optimization software that requires second derivative information. Eigenvalue analysis throughout the minimization is now possible, with the goal of better understanding progress by different minimization algorithms and the relation of progress to eigenvalue distribution and condition number.