NAME

TOMS566 or HESFCN

PURPOSE

Testing unconstrained optimization software

REFERENCES

Moré, Jorge, Garbow, Burton S., and Hillstrom, Kenneth E. (1981). Testing unconstrained optimization software. ACM Transactions on Mathematical Software, 7(1), 17-41.
 
Moré, Jorge, Garbow, Burton S., and Hillstrom, Kenneth E. (1981). ALGORITHM 566. FORTRAN subroutines for testing unconstrained optimization software. ACM Transactions on Mathematical Software, 7(1),136-140.
 
Averbukh, Victoria Z., Figueroa, Samuel, and Schlick, Tamar (1994). Remark on Algorithm 566. ACM Transactions on Mathematical Software, 20(3), 282-285. [Second derivative Fortran routines to supplement Algorithm 566; package named HESFCN.]

ABSTRACT OR SUMMARY

Much of the testing of optimization software is inadequate because the number of test functions is small or the starting points are close to the solution. In addition, there has been too much emphasis on measuring the efficiency of the software and not enough on testing reliability and robustness. To address this need, we have produced a relatively large but easy-to-use collection of test functions and designed guidelines for testing the reliability and robustness of unconstrained optimization software. [Moré, Garbow, and Hillstrom, 1981, p. 17.]

LANGUAGE

Fortran 77

LICENSE

All software, both binary and source published by the Association for Computing Machinery (hereafter, Software) is copyrighted by the Association (hereafter, ACM) and ownership of all right, title and interest in and to the Software remains with ACM. By using or copying the Software, User agrees to abide by the terms of this Agreement. The URL for the ACM Software Copyright and License Agreement is http://www.acm.org/pubs/copyright_policy/softwareCRnotice.html .

ORIGINAL CODE LOCATION

http://www.netlib.org/toms/566

TECHNICAL NOTES

None            

DOWNLOAD

None