[SciPy-User] Optimization Test Cases

The Helmbolds helmrp@yahoo....
Sat Sep 8 07:59:15 CDT 2012

On Mon, Sep 3, 2012 at 6:59 PM, denis <denis-bz-gg@t-online.de> wrote:

> Folks,
>    I'm looking for real or realistic testcases for Nelder-Mead
> minimization of noisy functions, 2d to 10d or so, unconstrained
> or box constraints, preferably not sum-of-squares and not Rosenbrock et al.
> to wring out a new implementation that has restarts and verbose.
> (Would like to discuss ways to restart too
> but more ideas than test functions => never converge.)
Try some maximum liklihood fitting problems, where parameters are chosen to maximize the likelihood function of some statistical distribution function. All you need for the Weibull case is in the attachment (in Microsoft Word format). 

Whatever thestatistical distribution you use, I suggest you begin by picking your own values for the parameters (then you'll know what the right answer is). Then generate a sample of values from that distribution/parameter combination. Feed that sample into your optimizatino program, and see if it gives results close to the parameter values you used to generate the sample.

Bob and Paula H
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