Box-constrained OptimizationLast updated: 01/01/2023

  1. Problem: name of the benchmark problem.
  2. f(x): objective function value at solution.
  3. eps(C): convergency tolerance.
  4. eps(F): feasibility tolerance.
  5. # Iter.: number of iterations used by the solver.
  6. # x: number of variables in the benchmark problem.
  7. # b: number of simple bound constraints in the benchmark problem.
  8. # LC: number of linear constraints in the benchmark problem.
  9. # NLC: number of non-linear constraints in the benchmark problem.
  10. # f(x)-O: number of function calls used by the solver to evaluate objective function.
  11. # g(x)-O: number of function calls used by the solver to evaluate the gradient of the objective function.
  12. # H(x)-O: number of function calls used by the solver to evaluate the Hessian of the objective function.
  13. # f(x)-C: number of function calls used by the solver to evaluate the nonlinear constraint function.
  14. # g(x)-C: number of function calls used by the solver to evaluate the gradient of the nonlinear constraint function.
  15. Time(ms.): time in milliseconds used by the solver to find the solution.

CUTE box-constrained general optimization benchmark problems.

  • Method choice: Linear search - Discrete Newton
  • Max number of iterations:1000
Problem f(x) eps(C) eps(F) # Iter. # x # b # LC # NLC # f(x)-O # g(x)-O # H(x)-O # f(x)-C # g(x)-C Time(ms.)
ALLINIT 1.671e+001 1.0e-007 0.0e+000 12 4 3 0 0 51 51 0 0 0 74.1
CAMEL6 -1.032e+000 1.0e-007 0.0e+000 5 2 2 0 0 21 21 0 0 0 76.5
DECONVU 5.259e-011 1.0e-007 0.0e+000 87 63 12 0 0 4970 4970 0 0 0 724.5
EG1 -1.133e+000 1.0e-007 0.0e+000 13 3 2 0 0 67 67 0 0 0 65.1
HART6 -3.323e+000 1.0e-007 0.0e+000 7 6 6 0 0 66 66 0 0 0 63.3
HIMMELP1 -6.205e+001 1.0e-007 0.0e+000 15 2 2 0 0 47 47 0 0 0 65.3
HOLMES 1.248e+003 1.0e-007 0.0e+000 17 180 180 0 0 1819 1819 0 0 0 2428.0
HS38 3.309e-014 1.0e-007 0.0e+000 43 4 4 0 0 280 280 0 0 0 67.5
HS4 2.667e+000 1.0e-007 0.0e+000 2 2 2 0 0 11 11 0 0 0 62.9
HS45 1.000e+000 1.0e-007 0.0e+000 3 5 5 0 0 27 27 0 0 0 60.6
HS5 -1.913e+000 1.0e-007 0.0e+000 11 2 2 0 0 37 37 0 0 0 75.2
LOGROS 6.931e-001 1.0e-007 0.0e+000 3 2 2 0 0 14 14 0 0 0 65.9
MAXLIKA 1.149e+003 1.0e-007 0.0e+000 20 8 8 0 0 160 160 0 0 0 130.1
MDHOLE 1.873e-020 1.0e-007 0.0e+000 40 2 1 0 0 194 194 0 0 0 69.1

CUTE box-constrained general optimization benchmark problems.

  • Method choice: Linear search - Newton
  • Max number of iterations:1000
Problem f(x) eps(C) eps(F) # Iter. # x # b # LC # NLC # f(x)-O # g(x)-O # H(x)-O # f(x)-C # g(x)-C Time(ms.)
ALLINIT 1.671e+001 1.0e-007 0.0e+000 12 4 3 0 0 21 21 10 0 0 317.0
CAMEL6 -1.032e+000 1.0e-007 0.0e+000 5 2 2 0 0 11 11 5 0 0 273.4
DECONVU 8.946e-011 1.0e-007 0.0e+000 61 63 12 0 0 444 444 60 0 0 576.4
EG1 -1.133e+000 1.0e-007 0.0e+000 17 3 2 0 0 53 53 14 0 0 66.9
HART6 -3.323e+000 1.0e-007 0.0e+000 7 6 6 0 0 24 24 7 0 0 62.2
HIMMELP1 -6.205e+001 1.0e-007 0.0e+000 15 2 2 0 0 23 23 12 0 0 64.0
HOLMES 1.248e+003 1.0e-007 0.0e+000 17 180 180 0 0 19 19 10 0 0 3785.0
HS38 1.061e-011 1.0e-007 0.0e+000 41 4 4 0 0 100 100 41 0 0 86.9
HS4 2.667e+000 1.0e-007 0.0e+000 2 2 2 0 0 5 5 3 0 0 69.7
HS45 1.000e+000 1.0e-007 0.0e+000 3 5 5 0 0 7 7 4 0 0 71.8
HS5 -1.913e+000 1.0e-007 0.0e+000 11 2 2 0 0 19 19 9 0 0 63.3
LOGROS 6.931e-001 1.0e-007 0.0e+000 3 2 2 0 0 10 10 2 0 0 66.7
MAXLIKA 1.136e+003 1.0e-007 0.0e+000 69 8 8 0 0 111 111 49 0 0 234.5
MDHOLE 0.000e+000 1.0e-007 0.0e+000 40 2 1 0 0 113 113 40 0 0 65.8

CUTE box-constrained general optimization benchmark problems.

  • Method choice: Linear search - Quasi Newton
  • Max number of iterations:1000
Problem f(x) eps(C) eps(F) # Iter. # x # b # LC # NLC # f(x)-O # g(x)-O # H(x)-O # f(x)-C # g(x)-C Time(ms.)
ALLINIT 1.671e+001 1.0e-007 0.0e+000 16 4 3 0 0 34 34 0 0 0 67.7
CAMEL6 -1.032e+000 1.0e-007 0.0e+000 10 2 2 0 0 23 23 0 0 0 64.4
DECONVU 2.854e-008 1.0e-007 0.0e+000 70 63 12 0 0 194 194 0 0 0 165.7
EG1 -1.133e+000 1.0e-007 0.0e+000 7 3 2 0 0 16 16 0 0 0 67.1
HART6 -3.323e+000 1.0e-007 0.0e+000 13 6 6 0 0 43 43 0 0 0 62.9
HIMMELP1 -6.205e+001 1.0e-007 0.0e+000 26 2 2 0 0 402 402 0 0 0 67.5
HOLMES 1.248e+003 1.0e-007 0.0e+000 20 180 180 0 0 30 30 0 0 0 44.9
HS38 2.353e-009 1.0e-007 0.0e+000 68 4 4 0 0 153 153 0 0 0 65.4
HS4 2.667e+000 1.0e-007 0.0e+000 2 2 2 0 0 5 5 0 0 0 63.9
HS45 1.000e+000 1.0e-007 0.0e+000 13 5 5 0 0 534 534 0 0 0 69.0
HS5 -1.913e+000 1.0e-007 0.0e+000 10 2 2 0 0 23 23 0 0 0 67.1
LOGROS 1.077e-009 1.0e-007 0.0e+000 99 2 2 0 0 227 227 0 0 0 67.0
MAXLIKA 1.149e+003 1.0e-007 0.0e+000 33 8 8 0 0 70 70 0 0 0 96.4
MDHOLE 1.058e-035 1.0e-007 0.0e+000 71 2 1 0 0 217 217 0 0 0 68.4