From: New cautious BFGS algorithm based on modified Armijo-type line search
Functions | Algorithm | Dim | GV | NI | NF | CT |
---|---|---|---|---|---|---|
Rosenbrock | CBFGS | 2 | 6.2782e-007 | 35 | 74 | 0.0310s |
NCBFGS | 2 | 1.1028e-007 | 40 | 70 | 0.0310s | |
Freudenstein and Roth | CBFGS | 2 | 7.9817e-007 | 28 | 82 | 0.0310s |
NCBFGS | 2 | 2.7179e-007 | 11 | 25 | 0.0320s | |
Beale | CBFGS | 2 | 7.2275e-007 | 40 | 55 | 0.0310s |
NCBFGS | 2 | 3.1136e-007 | 18 | 23 | 0.0470s | |
Brown badly | CBFGS | 2 | 7.7272e-007 | 36 | 223 | 0.0310s |
NCBFGS | 2 | 0 | 29 | 50 | 0.0620s | |
Broyden tridiagonal | CBFGS | 4 | 7.5723e-007 | 26 | 126 | 0.0320s |
NCBFGS | 4 | 3.8712e-007 | 15 | 21 | 0.0310s | |
Powell singular | CBFGS | 4 | 9.9993e-007 | 13,993 | 14,031 | 2.4530s |
NCBFGS | 4 | 9.4607e-007 | 31 | 38 | 0.0320s | |
Kowalik and Osborne | CBFGS | 4 | 9.9783e-007 | 3126 | 3128 | 2.1250s |
NCBFGS | 4 | 4.4454e-007 | 30 | 45 | 0.0470s | |
Brown almost-linear | CBFGS | 6 | 9.5864e-007 | 263 | 300 | 0.1100s |
NCBFGS | 6 | 1.2290e-007 | 22 | 30 | 0.0160s | |
Discrete boundary | CBFGS | 6 | 8.6773e-007 | 79 | 85 | 0.0470s |
NCBFGS | 6 | 3.3650e-007 | 14 | 17 | 0.0320s | |
Variably dimensioned | CBFGS | 8 | 3.4688e-008 | 7 | 51 | 0.0470s |
NCBFGS | 8 | 3.1482e-007 | 10 | 21 | 0.0320s | |
Extended Rosenbrock | CBFGS | 8 | 8.2943e-007 | 91 | 190 | 0.0470s |
NCBFGS | 8 | 7.7959e-007 | 99 | 149 | 0.0320s | |
Extended Powell singular | CBFGS | 8 | 9.9975e-007 | 6154 | 6199 | 1.4690s |
NCBFGS | 8 | 6.5685e-007 | 42 | 55 | 0.0630s | |
Brown almost-linear | CBFGS | 8 | 9.8392e-007 | 364 | 379 | 0.1880s |
NCBFGS | 8 | 4.8080e-007 | 20 | 27 | 0.0780s | |
Broyden tridiagonal | CBFGS | 9 | 4.4261e-007 | 38 | 86 | 0.0470s |
NCBFGS | 9 | 6.2059e-007 | 41 | 56 | 0.0310s | |
Linear-rank1 | CBFGS | 10 | - | - | - | - |
NCBFGS | 10 | 2.6592e-007 | 4 | 15 | 0.0310s | |
Linear-full rank | CBFGS | 12 | 9.5231e-007 | 18 | 36 | 0.0160s |
NCBFGS | 12 | 9.4206e-016 | 2 | 3 | 0.0150s |