[SciPy-Dev] testbench for some non-derivative optimizers in NLopt and scipy.optimize

denis denis-bz-py@t-online...
Thu Apr 12 12:04:47 CDT 2012

  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 ?
  -- denis

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