Global Optimization Test Problems


Global Search, As Timely As Ever

``Consider everything. Keep the good. Avoid evil whenever you notice it.''
(1 Thess. 5:21-22)


This file is part of my global optimization web site. It contains sections on

See also

Test Problems


A recent Handbook of Test Problems in Local and Global Optimization by C. Floudas et al. contains a large collection of test problems for local and global optimization problems of types including

from application areas including Unfortunately, the book contains many misprints and mistakes. The algebraic test problems are available in the GAMS modeling language and the differential-algebraic problems are supplied in the MINOPT modeling language. All test problems can be downloaded from the above web site. (Hopefully, the problems are coded correctly.)


for unconstrained (or bound constrained) optimization


for constraint satisfaction


for constrained optimization

The COCONUT Benchmark - A benchmark for global optimization and constraint satisfaction


for other continuous optimization problems


for combinatorial optimization


for other optimization problems


Test Results

The page with
links to test results is beginning to grow. Please submit test results for your own algorithms (or any of the above ones) on any of the above test sets. The idea is that you can enter a competition on the fastest algorithms and you can look up the results others obtained with their favorite methods.

I'd like to encourage a common format for reporting results and invite your ideas about what you would like to see in a result database. To get you started, look at my current ideal for Test Result Presentation.

You might also be interested in my suggestions for a global optimization contest and in Benchmarking Optimization Software with COPS (by Jorge Moré's group at Argonne)


Some of My Other Pages

Global (and Local) Optimization Mathematics Links
Statistics Links
Computational Mathematics Links
Mathematical Software

Interval Methods
Regularization
Protein Folding
Recent Papers and Preprints

my home page (http://www.mat.univie.ac.at/~neum)

Arnold Neumaier (Arnold.Neumaier@univie.ac.at)