S2MPJ and CUTEst optimization problems for Matlab, Python and Julia

Serge Gratton, Philippe Toint

Research output: Working paper

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Abstract

A new decoder for the SIF test problems of the \cutest\ collection is described, which produces problem files allowing the computation of values and derivatives of the objective function and constraints of most CUTEst problems directly within ``native'' Matlab, Python or Julia, without any additional installation or interfacing with MEX files or Fortran programs. When used with Matlab, the new problem files optionally support reduced-precision computations.
Original languageEnglish
PublisherArxiv
Volume2407.07812
Publication statusPublished - 10 Jul 2024

Keywords

  • nonlinear optimization, bechmarking, CUTEst, Matlab, Python, Julia

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