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13  Unconstrained Optimization

The TOMLAB bundle testprob provides two sets of test problems for unconstrained optimization problems (with simple bounds): uc_prob, and uhs_prob.

13.1  An example of a unconstrained optimization problem (with simple bounds)

The basic structure of a unconstrained optimization problems (with simple bounds) is the following



where x, x_L, x_U Rⁿ and f(x) R.

13.2  uc_prob

In glo1_prob there are 17 unconstrained optimization problems (with simple bounds) with up to three variables. In order to define the problem n and solve it execute the following in Matlab:

  Prob   = probInit('uc_prob',n);
  Result = tomRun('',Prob);

13.3  uhs_prob

In glo2_prob there are 25 unconstrained optimization problems (with simple bounds) with up to 10 variables. In order to define the problem n and solve it execute the following in Matlab:

  Prob   = probInit('uhs_prob',n);
  Result = tomRun('',Prob);

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