[SciPy-user] a small OpenOpt example howto benchmark solvers
Wed Nov 21 13:57:04 CST 2007
Nils Wagner wrote:
> On Wed, 21 Nov 2007 21:11:32 +0200
> dmitrey <firstname.lastname@example.org> wrote:
>> Hi Nils,
>> I suppose I have provided all required URLs.
>> Let me mention the ones once again:
>> blog report about results
>> and this one contains URLs to code (7th line from top,
>> "the example"):
> Sorry for the confusion. I was talking about a reference
> from the literature.
That example is not from literature, it's just almost 1st that I decided
to code and bench (looks very similar to nlp_2.py from
/openopt/examples/, but objfunc is (x-M)**1.5, not **2, to prevent 100%
pure quadratic func).
Almost all examples from literature available for me are too small to be
taken into openopt time and cputime comparison, because (as I have
mentioned you in a letter) openopt requires some time for preparation
prob struct before and after calculations; also, stop criteria mean too
much for so small problems.
As you see from the example, ALGENCAN takes much more f,c,h evals (for
*this* example) time is almost same. It's because the cause I have
mentioned (it's espesially valid for small problems), + ALGENCAN is
fortran-written (as well as cobyla), while lincher is 100% Python +
cvxopt QP solver, that is also mostly Python-written.
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