Testing the code

The program mgh-test.m allows testing the algorithms using the Moré-Garbow-Hillstrom test suite, obtained from the SolvOpt source code. You can compare the output with these results, if you like. Note that simply applying BFGS with a single start value will sometimes lead to a failure of convergence, or convergence to a non-global minimum. This is expected, considering the nature of the problems. See section 4.1.4 for an appropriate means of proceeding with these problems.

If you find any bugs in the code, please contact me.



Søren Hauberg 2008-04-29