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Black-box Optimization Test Problems

Welcome, Anonymous

In this page, we maintain a collection of black-box optimization models routinely used in the context of developing BAM. Some of these problems originate from applications, while others are synthetic and have been designed to test, develop, or challenge black-box solvers:

  • rs13: A collection of 502 problems from [1], available as executables for Linux, Windows, OSX, OSXARM; also in source Fortran and C codes that can be compiled to generate executables locally. For problem statistics and problem sources, see https://sahinidis.coe.gatech.edu/comp.

Sources:

  1. Rios, L. M. and N. V. Sahinidis, Derivative-free optimization: A review of algorithms and comparison of software implementations, Journal of Global Optimization, 56, 1247-1293, 2013.