Models Unconstrained Optimization: uc prob and uhs prob
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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
where Failed to parse (unknown function "\MATHSET"): {\displaystyle x, x_L, x_U \in \MATHSET{R}^n} and Failed to parse (unknown function "\MATHSET"): {\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);