TESTING MINOS AND L-BFGS-B
May 18, 1997
All the bound constrained optimization problems in CUTE were
used. (Since there are more than 20 instances of the
PALMER problems we only report here 4 runs.)
The limited memory code (L-BFGS-B) was run using m=12, and no
printing (iprint=0); it has no other parameters to be adjusted.
We imposed a limit of 9999 function evaluations on the runs.
The MINOS spc file is:
==============================
M I N O S 5.5 (Dec 1996)
==============================
Begin MINOS Problem
Hessian Dimension 100
Superbasics limit 16000
Optimality tolerance 1.0D-5
Iterations 100000
End
The following table summarizes the results. Details of the runs
are in ~ciyou/Tmns2
__________________________________________________________
NAME N time num f-eval Final Obj
__________________________________________________________
ALLINIT 4
LBFGS-B solution 0.05 19 1.6706e+01
MINOS solution 0.03 29 1.6706e+01
BDEXP 5000
LBFGS-B solution 8.01 15 1.9050e-03
MINOS solution 354.60 3349 6.9880e-07
BQP1VAR 1
LBFGS-B solution 0.00 2 0.0000e+00
MINOS solution 0.02 5 0.0000e+00
BQPGABIM 50
LBFGS-B solution 0.20 22 -3.7903e-05
MINOS solution 0.21 105 -3.7903e-05
BQPGAUSS 2003
LBFGS-B current 3538.12 STOP -3.6258e-01
MINOS solution 6985.01 106454 -3.6254e-01
EXPLIN 120
LBFGS-B solution 0.38 36 -7.2376e+05
MINOS solution 0.21 166 -7.2376e+05
EXPLIN2 120
LBFGS-B solution 0.25 27 -7.2446e+05
MINOS solution 0.20 142 -7.2446e+05
EXPQUAD 120
LBFGS-B current 1.16 ABNO -3.6260e+06
MINOS solution 2.12 366 -3.6260e+06
HATFLDA 4
LBFGS-B solution 0.14 38 2.1737e-12
MINOS solution 0.04 43 3.0471e-14
HATFLDB 4
LBFGS-B solution 0.09 31 5.5728e-03
MINOS solution 0.04 31 5.5728e-03
HATFLDC 25
LBFGS-B solution 0.13 23 1.9883e-11
MINOS solution 0.10 68 3.6063e-11
HS1 2
LBFGS-B solution 0.11 28 2.7415e-13
MINOS solution 0.02 8 8.0125e-15
HS2 2
LBFGS-B solution 0.03 19 5.0426e-02
MINOS solution 0.03 12 5.0426e-02
HS25 3
LBFGS-B solution 0.00 1 3.2835e+01
MINOS solution 0.03 5 3.2835e+01
HS3 2
LBFGS-B solution 0.01 4 1.6786e-21
MINOS solution 0.02 12 1.0000e-11
HS3MOD 2
LBFGS-B solution 0.02 9 7.7037e-34
MINOS solution 0.02 13 1.8367e-40
HS4 2
LBFGS-B solution 0.01 2 2.6667e+00
MINOS solution 0.02 6 2.6667e+00
HS5 2
LBFGS-B solution 0.02 8 -1.9132e+00
MINOS solution 0.02 12 -1.9132e+00
JNLBRNGA 15625
LBFGS-B solution 655.24 296 -2.6851e-01
MINOS solution 29708.00 66362 -2.6851e-01
JNLBRNGB 5625
LBFGS-B solution 763.56 1018 -6.3297e+00
MINOS solution 4435.38 27885 -6.3297e+00
LINVERSE 1999
LBFGS-B solution 122.02 389 6.8100e+02
MINOS solution 174.43 2582 6.8200e+02
MAXLIKA 8
LBFGS-B solution 4.28 211 1.1363e+03
MINOS solution 1.80 124 1.1363e+03
MCCORMCK 5000
LBFGS-B solution 8.49 15 -4.5666e+03
MINOS solution 1312.12 10031 -4.5666e+03
NOBNDTOR 5476
LBFGS-B solution 104.15 124 -4.4993e-01
MINOS current 47.53** 337 -3.6061e-01
NONSCOMP 5000
LBFGS-B solution 30.25 39 7.4251e-12
MINOS solution 1205.83 13945 3.1332e-10
OBSTCLAE 5625
LBFGS-B solution 259.39 298 1.8630e+00
MINOS solution 2867.59 15585 1.8630e+00
OBSTCLAL 5625
LBFGS-B solution 66.65 94 1.8630e+00
MINOS solution 1111.42 6732 1.8630e+00
OBSTCLBL 5625
LBFGS-B solution 106.21 126 7.2309e+00
MINOS solution 2765.54 15746 7.2309e+00
OBSTCLBM 15625
LBFGS-B solution 363.03 148 7.2958e+00
MINOS solution 23602.96 48840 7.2958e+00
OBSTCLBU 5625
LBFGS-B solution 69.42 87 7.2309e+00
MINOS solution 1874.48 11032 7.2309e+00
PALMER1 4
LBFGS-B solution 0.06 24 1.1755e+04
MINOS solution 0.05 39 1.1755e+04
PALMER2 4
LBFGS-B solution 0.10 30 3.6511e+03
MINOS solution 0.04 32 3.6511e+03
PALMER3 4
LBFGS-B solution 1.09 246 2.2660e+03
MINOS solution 0.04 32 2.2660e+03
PALMER4 4
LBFGS-B solution 0.04 25 2.4240e+03
MINOS solution 0.04 31 2.2854e+03
PROBPENL 500
LBFGS-B solution 0.04 3 3.9920e-07
MINOS solution 20.42 2212 -1.1337e+05
PSPDOC 4
LBFGS-B solution 0.03 11 2.4142e+00
MINOS solution 0.03 24 2.4142e+00
QRTQUAD 120
LBFGS-B current 2.10 ABNO -3.6246e+06
MINOS solution 2.07 375 -3.6246e+06
QUDLIN 12
LBFGS-B solution 0.01 2 -7.2000e+03
MINOS solution 0.03 18 -7.2000e+03
S368 100
LBFGS-B solution 5.98 21 -1.3369e+02
MINOS solution 68.36 236 -1.5600e+02
SIM2BQP 2
LBFGS-B solution 0.01 2 0.0000e+00
MINOS solution 0.02 6 0.0000e+00
SIMBQP 2
LBFGS-B solution 0.01 5 1.3183e-32
MINOS solution 0.02 10 6.0185e-35
TORSION1 5476
LBFGS-B solution 82.19 106 -4.3028e-01
MINOS current 47.52** 337 -3.6061e-01
TORSION2 5476
LBFGS-B solution 150.81 176 -4.3028e-01
MINOS solution 4123.47 23705 -4.3028e-01
TORSION3 5476
LBFGS-B solution 30.40 54 -1.2170e+00
MINOS current 48.78** 346 -1.1928e+00
TORSION4 5476
LBFGS-B solution 150.47 198 -1.2170e+00
MINOS solution 2809.85 16798 -1.2170e+00
TORSION5 5476
LBFGS-B solution 10.95 26 -2.8634e+00
MINOS current 47.13** 334 -2.8570e+00
TORSION6 14884
LBFGS-B solution 684.17 362 -2.8588e+00
MINOS solution 20797.47 46963 -2.8588e+00
WEEDS 3
LBFGS-B solution 0.21 45 2.5873e+00
MINOS solution 0.41 592 6.0882e+01
-------------------------------------------------------------
Abnormal exits:
For L-BFGS-B "ABNO" means that the code could not make further
progress, "STOP" means the number of f-eval is exceeding 9999.
Both are labeled as "current".
For MINOS "current" means:
EXIT -- the current point cannot be improved upon