compass_search_test

compass_search_test, an Octave code which calls compass_search(), which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Related Data and Programs:

compass_search, an Octave code which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.

Source Code:

• compass_search_test.m, calls all the tests.
• compass_search_test.sh, runs all the tests.
• compass_search_test.txt, the output file.

BEALE is the Beale function, for which M=2.

• beale.m, defines Beale's function.
• beale_test.m, tests COMPASS_SEARCH with the function.

BOHACH1 is the Bohachevsky function #1, for which M=2.

• bohach1.m, defines the Bohachevsky function #1.
• bohach1_test.m, tests COMPASS_SEARCH with the function.

BOHACH2 is the Bohachevsky function #2, for which M=2.

• bohach2.m, defines the Bohachevsky function #2.
• bohach2_test.m, tests COMPASS_SEARCH with the function.

BROYDEN is the two dimensional modified Broyden function, for which M=2.

• broyden.m, defines Beale's function.
• broyden_test.m, tests COMPASS_SEARCH with the function.

EXTENDED_ROSENBROCK is the "extended" Rosenbrock function. This version of the Rosenbrock function allows the spatial dimension M to be arbitrary, except that it must be even.

• extended_rosenbrock.m, defines the extended Rosenbrock function.
• extended_rosenbrock_test.m, tests COMPASS_SEARCH with the function.

GOLDSTEIN_PRICE is the Goldstein-Price polynomial, for which M=2.

• goldstein_price.m, defines the Goldstein-Price polynomial.
• goldstein_price_test.m, tests COMPASS_SEARCH with the function.

HIMMELBLAU is the Himmelblau function, for which M = 2, and which has four global minima.

• himmelblau.m, defines the Himmelblau function.
• himmelblau_test.m, tests COMPASS_SEARCH with the function.

LOCAL is a badly scaled function with a local minimum, for which M=2.

• local.m, defines the "local" function.
• local_test.m, tests COMPASS_SEARCH with the function.

MCKINNON is the McKinnon function, for which M=2. This function can cause problems for the Nelder-Mead optimization algorithm.

• mckinnon.m, defines the McKinnon function.
• mckinnon_test.m, tests COMPASS_SEARCH with the function.

POWELL is the Powell singular quartic function, for which M = 4.

• powell.m, defines the Powell function.
• powell_test.m, tests COMPASS_SEARCH with the function.

ROSENBROCK is the Rosenbrock "banana" function, for which M = 2.

• rosenbrock.m, defines the Rosenbrock function.
• rosenbrock_test.m, tests COMPASS_SEARCH with the function.