Sparse Test Problems for Unconstrained Optimization

Comienza comparando las entradas marcadas y no marcadas del issue con los archivos de problemas JSO existentes y, después, verifica si ya existen problemas superpuestos en NLSProblems.jl o PDEOptimizationProblems.jl. El trabajo estará completo cuando se hayan implementado los problemas de prueba que faltan, sus nombres de archivo estén registrados en la tabla y las pruebas relevantes de problemas pasen.

Luksan - Matonoha - Vlček test set

Sparse Test Problems for Unconstrained Optimization
Ladislav Luksan, Ctirad Matonoha, Jan Vlček
https://www.researchgate.net/publication/325314400_Sparse_Test_Problems_for_Unconstrained_Optimization

The type of problems is either: OP (for OptimizationProblems.jl), OP-PDE (for OptimizationProblems.jl and PDEOptimizationProblems.jl), or NLS (for NLSProblems.jl).

There are 51 NLS problems, 16 OP, and 15 OP-PDE.

NEED TO CHECK WHETHER SOME OF THE PROBLEMS ARE ALREADY IMPLEMENTED

• | Problem 1. Chained Rosenbrock function [7]. (NLS) (genrose)
• | Problem 2. Chained Wood function [7]. (NLS) (chainwoo)
• | Problem 3. Chained Powel singular function [7]. (NLS) (powellsg)
• | Problem 4. Chained Cragg and Levy function [7]. (NLS) (cragglvy2)
• | Problem 5. Generalized Broyden tridiagonal function [22]. (OP)
• | Problem 6. Generalized Broyden banded function [22]. (OP)
• | Problem 7. Seven-diagonal generalization of the Broyden tridiagonal function [7]. (OP)
• | Problem 8. Sparse modification of the Nazareth trigonometric function. (NLS)
• | Problem 9. Another trigonometric function. (OP)
• | Problem 10. Toint trigonometric function [26]. (OP)
• | Problem 11. Augmented Lagrangian function [7]. (OP)
• | Problem 12. Generalization of the Brown function 1 [7]. (OP)
• | Problem 13. Generalization of the Brown function 2 [7]. (OP)
• | Problem 14. Discrete boundary value problem [22]. (NLS)
• | Problem 15. Discretization of a variational problem [26]. (OP)
• | Problem 16. Banded trigonometric problem. (OP)
• | Problem 17. Variational problem 1 [9]. (OP-PDE)
• | Problem 18. Variational problem 2 [9]. (OP-PDE)
• | Problem 19. Variational problem 3 [9]. (OP-PDE)
• | Problem 20. Variational problem 4 [9] (Calvar 3 [10]). (OP-PDE)
• | Problem 21. Variational problem 5 [9] (Calvar 1 [10]). (OP-PDE)
• | Problem 22. Variational problem Calvar 2 [10]. (OP-PDE)
• | Problem 23. Extended Rosenbrock function [22]. (NLS)
• | Problem 24. Extended Powell singular function [22]. (NLS)
• | Problem 25. Broyden tridiagonal function [22]. (NLS)
• | Problem 26. Problem 201 in [25]. (NLS)
• | Problem 27. Generalized Broyden tridiagonal function [16]. (NLS)
• | Problem 28. Generalized Broyden banded function [16]. (NLS)
• | Problem 29. Chained Freudenstein and Roth function [28]. (NLS)
• | Problem 30. Wright and Holt zero residual problem [29]. (NLS)
• | Problem 31. Toint quadratic merging problem [28]. (NLS)
• | Problem 32. Chained exponential problem [16]. (NLS)
• | Problem 33. Chained serpentine function [17]. (NLS)
• | Problem 34. Chained and modified problem HS47 [17]. (NLS)
• | Problem 35. Chained and modified problem HS48 [17]. (NLS)
• | Problem 36. Sparse signomial function [17]. (NLS)
• | Problem 37. Sparse exponential function [17]. (NLS)
• | Problem 38. Sparse trigonometric function [17]. (NLS)
• | Problem 39. Countercurrent reactors problem 1 [6] (modified). (NLS)
• | Problem 40. Tridiagonal system [15]. (NLS)
• | Problem 41. Structured Jacobian problem [11]. (NLS)
• | Problem 42. Modified discrete boundary value problem [17]. (NLS)
• | Problem 43. Chained and modified problem HS48 [17]. (NLS)
• | Problem 44. Attracting-Repelling problem [17]. (NLS)
• | Problem 45. Countercurrent reactors problem 2 [6] (modified). (NLS)
• | Problem 46. (NLS)
• | Problem 47. Trigonometric - exponential system (trigexp 1) [27]. (NLS)
• | Problem 48. Trigonometric - exponential system (trigexp 2) [27]. (NLS)
• | Problem 49. Singular Broyden problem [11]. (NLS)
• | Problem 50. Five-diagonal system [15]. (NLS)
• | Problem 51. Seven-diagonal system [15]. (NLS)
• | Problem 52. Extended Freudenstein and Roth function [5]. (NLS)
• | Problem 53. Extended Cragg and Levy problem [22]. (NLS)
• | Problem 54. Broyden tridiagonal problem [22]. (NLS)
• | Problem 55. Extended Powell badly scaled function [22]. (NLS)
• | Problem 56. Extended Wood problem [12]. (NLS)
• | Problem 57. Tridiagonal exponential problem [5]. (NLS)
• | Problem 58. Brent problem [4]. (NLS)
• | Problem 59. Troesch problem [24]. (NLS)
• | Problem 60. Flow in a channel [3]. (OP-PDE)
• | Problem 61. Swirling flow [3]. (OP-PDE)
• | Problem 62. Bratu problem [13]. (OP-PDE)
• | Problem 63. Poisson problem 1 [11]. (OP-PDE)
• | Problem 64. Poisson problem 2 [21]. (OP-PDE)
• | Problem 65. Porous medium problem [8]. (OP-PDE)
• | Problem 66. Convection-difussion problem [14]. (OP-PDE)
• | Problem 67. Nonlinear biharmonic problem [18]. (OP-PDE)
• | Problem 68. Driven cavity problem [13]. (OP-PDE)
• | Problem 69. (NLS)
• | Problem 70. (NLS)
• | Problem 71. Problem 202 in [25]. (NLS)
• | Problem 72. Problem 206 in [25]. (NLS)
• | Problem 73. Problem 207 in [25]. (NLS)
• | Problem 74. Problem 208 in [25]. (NLS)
• | Problem 75. Problem 212 in [25]. (NLS)
• | Problem 76. Problem 213 in [25] (NLS)
• | Problem 77. Problem 214 in [25]. (OP)
• | Problem 78. Ascher and Russel boundary value problem [2]. (OP)
• | Problem 79. Allgower and Georg boundary value problem [1]. (OP)
• | Problem 80. Potra and Rheinboldt boundary value problem [23]. (OP)
• | Problem 81. (OP)
• | Problem 82. (OP)

This test set overlaps with
Ladislav Luksan, Jan Vlček
Test Problems for Unconstrained Optimization (November 2003), Technical report No. 897.
https://www.researchgate.net/publication/325314497_Test_Problems_for_Unconstrained_Optimization

• | Problem 23. Penalty function 2 [23] (NLS)
• | Problem 24. Penalty function 3 [11] (OP)
• | Problem 27. Penalty function 1 [23] (NLS)
• | Problem 28. Variably dimensioned function [23] (NLS)
• | Problem 29. Brown almost linear function [23] (NLS)
• | Problem 30. Discrete boundary value function [23] (NLS)
• | Problem 50. Toint exponential-trigonometric merging problem [30]. (NLS)
• | Problem 74. (NLS) (check connection with Problem 69 or 70 above)
• | Problem 75. Problem 201 in [27]. (NLS)
• | Problem 77. Problem 205 in [27]. (NLS)
• | Problem 81. Problem 209 in [27]. (NLS)
• | Problem 85. Gheri and Mancino problem [9]. (OP)
• | Problem 86. Ortega and Rheinboldt problem [24]. (OP)
• | Problem 88. Ascher and Russel boundary value problem [2]. (OP) (There are two, while above only one)