Models Unconstrained Optimization: uc prob and uhs prob

This page is part of TOMLAB Models. See TOMLAB Models.

The TOMLAB bundle testprob provides two sets of test problems for unconstrained optimization problems (with simple bounds): uc_prob, and uhs_prob.

An example of a unconstrained optimization problem (with simple bounds)

The basic structure of a unconstrained optimization problems (with simple bounds) is the following

Failed to parse (SVG with PNG fallback (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{array}{ll} \min\limits_{x} & f(x) \\ & \\ s/t & \begin{array}{llcccll} -\infty < &x_{L} & \leq & x & \leq & x_{U}& < \infty \\ \end{array} \end{array} }

where Failed to parse (SVG with PNG fallback (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x, x_L, x_U \in \MATHSET{R}^n} and Failed to parse (SVG with PNG fallback (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x) \in \MATHSET{R}} .

uc_prob

In glo1_prob there are 17 unconstrained optimization problems (with simple bounds) with up to three variables. In order to define the problem n and solve it execute the following in Matlab:

Prob	= probInit('uc_prob',n); 
Result  = tomRun('',Prob);

uhs_prob

In glo2_prob there are 25 unconstrained optimization problems (with simple bounds) with up to 10 variables. In order to define the problem n and solve it execute the following in Matlab:

Prob	= probInit('uhs_prob',n); 
Result  = tomRun('',Prob);