Does anyone have experience with the derivative unconstrained real-world optimization problems?

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Eugen Funk

Hi Guohua!

Here is a nice one: http://ais.informatik.uni-freiburg.de/teaching/ws10/praktikum/slamtutorial.pdf

:) Its unconstrained but can be veeery large in real applications.

Please, let me know how you like it.

I would also like to work on an optimization algorithm next month, which deals efficiently with sparse matrices. As far as I know, eigen (c++) already supports some factorizations (cholesky) on spase matrices. However, I am not sure yet if I can skip the constraints..

Regards

Eugen

Michael Bartholomew-Biggs

While it's true that most real-world problems have constraints you can always generate an unconstrained problem by constructing a related penalty function (or augmented lagrangian function). This may not be the best way of solving the real-world problem; but it can provide a challenging test for the unconstrained algorithm you are developing.

Mahamad Nabab Alam

https://www.researchgate.net/publication/296636431_Codes_in_MATLAB_for_Particle_Swarm_Optimization

Code Codes in MATLAB for Particle Swarm Optimization

https://www.researchgate.net/publication/297245624_Particle_Swarm_Optimization_Algorithm_and_its_Codes_in_MATLAB

Research Particle Swarm Optimization: Algorithm and its Codes in MATLAB