cobma

cobma − CUTEr COBYLA test driver

cobma

The cobma main program test drives COBYLA on SIF problems from the CUTEr distribution.

COBYLA is a nonlinear programming code for unconstrained and constrained problems, which only uses function values (no derivatives needed).

COBYLA was written by M.J.D. Powell, DAMTP, Cambridge University, Silver Street, Cambridge (GB) (email: mjdp@damtp.cambridge.ac.uk). It is available from the author.

The object module cobma.o is stored in $MYCUTER/precision/bin, where precision is either "single" or "double", according to your local installation.

Compile (but do not link) the COBYLA source code and copy the resulting object file cobyla.o in the directory $MYCUTER/precision/bin. Launch using cob(1) or sdcob(1).

COBYLA is not available in double precision.

If no COBYLA.SPC file is present in the current directory, the default version is copied from $CUTER/common/src/pkg/cobyla/. The default specifications are as follows:

RHOEND

size of the simplex at termination
8000

MAXFUN

maximum number of function calls
0

IPRINT

verbosity − set to 0, 1, 2 or 3

The reader is referred to the paper quoted below and the code itself if they wish to modify these parameters.

CUTER

Parent directory for CUTEr

MYCUTER

Home directory of the installed CUTEr distribution.

I. Bongartz, A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint

CUTEr (and SifDec): A Constrained and Unconstrained Testing Environment, revisited, N.I.M. Gould, D. Orban and Ph.L. Toint, ACM TOMS, 29:4, pp.373-394, 2003.

CUTE: Constrained and Unconstrained Testing Environment, I. Bongartz, A.R. Conn, N.I.M. Gould and Ph.L. Toint, TOMS, 21:1, pp.123-160, 1995.

A direct search optimization method that models the objective and constraints functions by linear interpolation, M.J.D. Powell, In Advances in optimization and numerical analysis, Proceedings of the Sixth workshop on Optimization and Numerical Analysis, Oaxaca, Mexico, vol.275 of Mathematics and its Applications, pp.51-67. Kluwer Academic Publishers, 1994.