CUTEr - Testing environment for optimization and linear algebra solvers.
This toolbox contains many parts:
A set of testing problems coded in "Standard Input Format" (SIF) is included in the sif/ sub-directory. This set comes from www.numerical.rl.ac.uk/cute/mastsif.html.
The Scilab function sifselect can be used to select some of this problems according to objective function properties, contraints properties and regularity propertiesThe execution of the function buildprob adds a set of functions to Scilab. The first one is usetup for unconstrained or bounded problems or csetup for problems with general contraints. These functions are to be called before any of the following to initialize the problem relative data (only one problem can be run at a time).
The other functions allow to compute the objective, the gradient, the hessian values, ... of the problem at a given point (see ufn, ugr, udh, ... for unconstrained or bounded problems or cfn, cgr, cdh, ... for problems with general contraints)
Nicholas I.M. Gould - n.gould@rl.ac.uk - RAL
Dominique Orban - orban@ece.northwestern.edu - Northwestern
Philippe L. Toint - Philippe.Toint@fundp.ac.be - FUNDP
see http://hsl.rl.ac.uk/cuter-www