Compare ARCOPT with results presented in Antonino’s thesis

This directory contains work to compare arcopt with results preseneted in Antonino Del Gatto’s (ADG) thesis. The process went like this:

• Search for problems in the CUTEr database with names that match those in ADG’s thesis. ADG’s test set included 37 problems. I found matches in the cuter set for 30 problems. These lists can be seen in the notes section that follows.
• I ran a set of tests to evaluate the quality and functionality of the test problems. I first check that the problem doesn’t just crash. Second, I test the derivative with finite differences. Most of the problems passed most of the tests. The problem named WATSON did not appear to do so well with a relative error in the hessian check of 1e-3.
• I then attempted to solve the 30 matching problems with ARCOPT. The results effectively matched for 28 of the 30 problems. ARCOPT failed on 2 of the problems, with one of those being WATSON. The comparison table can be seen in the notes section of this file.

short description of files

file	note
doc	contains table from ADG’s thesis
runs	output from arcopt
adg_run1.m	run single problem with arcopt
adg_run_all.m	run all adg problem with arcopt
adg_setup.m	set up matlab environment
adg_test_problems.m	run tests on adg problems
solve_pdat.m	wrapper to cuter for 1 problem
solve_pdat_set.m	wrapper to cuter for many problems
adg_arcopt_compare.org	organized note with the final table
adg_results.org	arcopt results table
adg_set.org	ADG test set list
adg_test.org	results of tests on problems

notes

problems from thesis vs cuter set

adg p1	adg p2	size	iter	norm(g)	in cuter	param
ARGAUS	ARGAUS	3	3	2.47E-16	ARGAUSS
ARGQDN	ARGQDN50	5	2	0.00E+00
ARTRIG	ARTRIG10	10	11	7.45E-12	ARGTRIG	N=10
AVRIEL	AVRIEL3	2	2	4.44E-16
BARD70	BARD70	3	12	4.98E-16	BARD
BEAL58	BEAL58KO	2	11	2.90E-15	BEALE
BOOTH	BOOTH	2	2	3.55E-15	BOOTH
BOX66	BOX662HL	2	13	1.33E-16	BOX2
BRKMCC	BRKMCC	2	4	4.22E-15	BRKMCC
BROWND	BROWND	4	9	3.45E-11	BROWNDEN
BROY7D	BROY7D	60	28	2.22E-10	BROYDN7D	N/2=50
BRWNAL	BRWNL100	100	6	1.09E-11	BROWNAL	N=100
BRYBND	BRYBND18	100	8	1.39E-12	BRYBND	N=100
CLUSTR	CLUSTR	2	14	3.00E-18	CLUSTER
CRGLVY	CRGLY500	500	17	2.65E-14	CRAGGLVY	M=249
DIXON	DIXON	10	2	0.00E+00	DIXON3DQ	N=10
EXTRSN	EXTRA100	100	25	0.00E+00	EXTROSNB	N=100
FRDRTH	FRDRTHB3	50	7	1.75E-12	FREUROTH	N=50
GOTTFR	GOTTFR	2	20	1.17E-16	GOTTFR
HILBRT	HILBRT12	12	5	2.06E-23	HILBERTA	N=10
HIMM1	HIMM1	2	1	0.00E+00
HIMM25	HIMM25	2	1	0.00E+00
MANCIN	MANCIN50	50	4	5.36E-09	MANCINO	N=50
NONDIA	NONDIA20	20	26	8.66E-13	NONDIA	N=20
PENAL1	PEN1LN1	50	45	2.87E-17	PENALTY1	N=50
PENAL1	PEN1LN2	100	45	5.04E-16	PENALTY1	N=100
QUARTC	QUARTC	25	33	9.07E-13	QUARTC	N=25
SCHMVT	SCHMV500	500	4	4.51E-15	SCHMVETT	N=500
TDQUAD	TDQ500	500	2	9.86E-32
TOINT	PSPTOINT	50	12	5.61E-14	TOINTPSP
TRIDIA	TRLN100	100	2	6.86E-13	TRIDIA	N=100
WATSON	WATSON6	6	16	9.56E-12	WATSON
WOODS	WOODS	4	50	6.60E-14	WOODS	NS=1
WOODS	WOODS80	80	47	3.18E-13	WOODS	NS=25
XTX	XTX16	16	2	1.41E-31
XTX	XTX2	2	2	4.97E-32
ZANGWL	ZANGWL1	3	2	4.19E-29	ZANGWIL3

adg problems (removed problems missing in cuter db)

adg p1	adg p2	adg_iter	adg_size	norm(g)	in cuter	param
ARGAUS	ARGAUS	3	3	2.47E-16	ARGAUSS
ARTRIG	ARTRIG10	11	10	7.45E-12	ARGTRIG	N=10
BARD70	BARD70	12	3	4.98E-16	BARD
BEAL58	BEAL58KO	11	2	2.90E-15	BEALE
BOOTH	BOOTH	2	2	3.55E-15	BOOTH
BOX66	BOX662HL	13	2	1.33E-16	BOX2
BRKMCC	BRKMCC	4	2	4.22E-15	BRKMCC
BROWND	BROWND	9	4	3.45E-11	BROWNDEN
BROY7D	BROY7D	28	60	2.22E-10	BROYDN7D	N/2=50
BRWNAL	BRWNL100	6	100	1.09E-11	BROWNAL	N=100
BRYBND	BRYBND18	8	100	1.39E-12	BRYBND	N=100
CLUSTR	CLUSTR	14	2	3.00E-18	CLUSTER
CRGLVY	CRGLY500	17	500	2.65E-14	CRAGGLVY	M=249
DIXON	DIXON	2	10	0.00E+00	DIXON3DQ	N=10
EXTRSN	EXTRA100	25	100	0.00E+00	EXTROSNB	N=100
FRDRTH	FRDRTHB3	7	50	1.75E-12	FREUROTH	N=50
GOTTFR	GOTTFR	20	2	1.17E-16	GOTTFR
HILBRT	HILBRT12	5	12	2.06E-23	HILBERTA	N=10
MANCIN	MANCIN50	4	50	5.36E-09	MANCINO	N=50
NONDIA	NONDIA20	26	20	8.66E-13	NONDIA	N=20
PENAL1	PEN1LN1	45	50	2.87E-17	PENALTY1	N=50
PENAL1	PEN1LN2	45	100	5.04E-16	PENALTY1	N=100
QUARTC	QUARTC	33	25	9.07E-13	QUARTC	N=25
SCHMVT	SCHMV500	4	500	4.51E-15	SCHMVETT	N=500
TOINT	PSPTOINT	12	50	5.61E-14	TOINTPSP
TRIDIA	TRLN100	2	100	6.86E-13	TRIDIA	N=100
WATSON	WATSON6	16	6	9.56E-12	WATSON
WOODS	WOODS	50	4	6.60E-14	WOODS	NS=1
WOODS	WOODS80	47	80	3.18E-13	WOODS	NS=25
ZANGWL	ZANGWL1	2	3	4.19E-29	ZANGWIL3

problem set to run

problem	*	param
ARGAUSS	*
ARGTRIG	*	N=10
BARD	*
BEALE	*
BOOTH	*
BOX2	*
BRKMCC	*
BROWNDEN	*
BROYDN7D	*	N/2=50
BROWNAL	*	N=100
BRYBND	*	N=100
CLUSTER	*
CRAGGLVY	*	M=249
DIXON3DQ	*	N=10
EXTROSNB	*	N=100
FREUROTH	*	N=50
GOTTFR	*
HILBERTA	*	N=10
MANCINO	*	N=50
NONDIA	*	N=20
PENALTY1	*	N=50
PENALTY1	*	N=100
QUARTC	*	N=25
SCHMVETT	*	N=500
TOINTPSP	*
TRIDIA	*	N=100
WATSON	*
WOODS	*	NS=1
WOODS	*	NS=25
ZANGWIL3	*

<2012-02-21 Tue> arcopt results

problem	param	nvar	fevcnt	itercnt	info	dnccnt	dncmcnt	time	srch_flg
ARGAUSS		3	1	0	1	0	0	0.57119	0
ARGTRIG	N=10	10	1	0	1	0	0	0.040775	0
BARD		3	11	10	1	2	2	0.4056	1
BEALE		2	10	7	1	1	0	0.11399	1
BOOTH		2	1	0	1	0	0	0.025072	0
BOX2		3	13	8	1	3	3	0.14155	1
BRKMCC		2	4	3	1	0	0	0.068853	1
BROWNDEN		4	9	8	1	0	0	0.12348	1
BROYDN7D	N/2=50	100	16	14	1	7	2	2.0644	1
BROWNAL	N=100	100	11	6	1	0	0	0.52424	1
BRYBND	N=100	100	23	11	1	7	2	2.4384	1
CLUSTER		2	1	0	1	0	0	0.023214	0
CRAGGLVY	M=249	500	15	14	1	0	0	1.6007	1
DIXON3DQ	N=10	10	3	2	1	0	0	0.077142	1
EXTROSNB	N=100	100	1000	376	4	0	0	12.9479	3
FREUROTH	N=50	50	12	7	1	1	0	0.29039	1
GOTTFR		2	1	0	1	0	0	0.022419	0
HILBERTA	N=10	10	6	5	1	0	0	0.12112	1
MANCINO	N=50	50	7	6	1	1	0	0.38888	1
NONDIA	N=20	20	10	8	1	2	0	0.22116	1
PENALTY1	N=50	50	41	35	1	0	0	0.89718	1
PENALTY1	N=100	100	43	36	1	0	0	1.0584	1
QUARTC	N=25	25	22	21	1	0	0	1.347	1
SCHMVETT	N=500	500	4	3	1	0	0	0.53443	1
TOINTPSP		50	19	10	1	0	0	0.54098	1
TRIDIA	N=100	100	3	2	1	0	0	0.34615	1
WATSON		12	1000	236	4	10	9	7.7969	3
WOODS	NS=1	4	57	40	1	1	1	0.59877	1
WOODS	NS=25	100	361	161	1	59	44	191.1042	1
ZANGWIL3		3	1	0	1	0	0	0.020811	0

<2012-02-21 Tue> comparison table

cuter	adg	cuter nvar	adg nvar	arcopt fevcnt	adg iter	arcopt iter	info
ARGAUSS	ARGAUS	3	3	1	3	0	1
ARGTRIG	ARTRIG	10	10	1	11	0	1
BARD	BARD70	3	3	11	12	10	1
BEALE	BEAL58	2	2	10	11	7	1
BOOTH	BOOTH	2	2	1	2	0	1
BOX2	BOX66	3	2	13	13	8	1
BRKMCC	BRKMCC	2	2	4	4	3	1
BROWNDEN	BROWND	4	4	9	9	8	1
BROYDN7D	BROY7D	100	60	16	28	14	1
BROWNAL	BRWNAL	100	100	11	6	6	1
BRYBND	BRYBND	100	100	23	8	11	1
CLUSTER	CLUSTR	2	2	1	14	0	1
CRAGGLVY	CRGLVY	500	500	15	17	14	1
DIXON3DQ	DIXON	10	10	3	2	2	1
EXTROSNB	EXTRSN	100	100	1000	25	376	4
FREUROTH	FRDRTH	50	50	12	7	7	1
GOTTFR	GOTTFR	2	2	1	20	0	1
HILBERTA	HILBRT	10	12	6	5	5	1
MANCINO	MANCIN	50	50	7	4	6	1
NONDIA	NONDIA	20	20	10	26	8	1
PENALTY1	PENAL1	50	50	41	45	35	1
PENALTY1	PENAL1	100	100	43	45	36	1
QUARTC	QUARTC	25	25	22	33	21	1
SCHMVETT	SCHMVT	500	500	4	4	3	1
TOINTPSP	TOINT	50	50	19	12	10	1
TRIDIA	TRIDIA	100	100	3	2	2	1
WATSON	WATSON	12	6	1000	16	236	4
WOODS	WOODS	4	4	57	50	40	1
WOODS	WOODS	100	80	361	47	161	1
ZANGWIL3	ZANGWL	3	3	1	2	0	1