TOMS566 or HESFCN
Testing unconstrained optimization software
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.]
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ORIGINAL CODE LOCATION