Some test results by Baker Kearfott on some functions from the Mor'e et al. test set, namely on Beale, Brown--Dennis, Wood, Kowalik--Osborne. In these problems, the minimizers are easily found by local optimization, but to verify that these are global minimizers (which must be done by an exhaustive branch and bound procedure) appears to be much more difficult. ------------------------------------------------------------------------ The times are clock times on a 486 DX4-100 laptop with Windows 95 and Microsoft Fortran. The code was compiled in debug mode, with a factor of 5 penalty over the highest level of optimization. The raw speed of a Sparc 20 is probably another factor of 5 or so faster. ------------------------------------------------------------------------ Beale Initial box: -.2000D+01 .5000D+01 -.2000D+01 .5000D+01 Optimizer: .3000D+01 .5012D+00 Minimum value: .6094D-04 Without subst. Number of bisections: 33 Number of Gauss--Seidel steps on the dense system: 212 Total number of dense slope matrix evaluations: 331 Total number second-order interval evaluations of the original function: 79 wall clock time: 5s With subst. Number of bisections: 11 Number of Gauss--Seidel steps on the dense system: 48 Total number of dense slope matrix evaluations: 97 Total number second-order interval evaluations of the original function: 33 wall clock time: 3s ------------------------------------------------------------------------ Brown--Dennis Initial box: -.1000D+02 .1000D+02 -.1000D+02 .1000D+02 -.1000D+02 .1000D+02 -.1000D+02 .1000D+02 Optimizer: .0000D+00 .0000D+00 .0000D+00 .0000D+00 Minimum value: .1615D+08 Without subst. Number of bisections: 150 Number of Gauss--Seidel steps on the dense system: 1645 Total number of dense slope matrix evaluations: 2014 Total number second-order interval evaluations of the original function: 314 wall clock time: 263s With subst. Number of bisections: 72 Number of Gauss--Seidel steps on the dense system: 634 Total number of dense slope matrix evaluations: 818 Total number second-order interval evaluations of the original function: 158 wall clock time: 179s ------------------------------------------------------------------------ Kowalik Initial box: .0000D+00 .1000D+01 .0000D+00 .1000D+01 .0000D+00 .1000D+01 .0000D+00 .1000D+01 Optimizer: .1928D+00 .1913D+00 .1231D+00 .1361D+00 Minimum value: .3075D-03 Without subst. Number of bisections: 14268 Number of Gauss--Seidel steps on the dense system: 185794 Total number of dense slope matrix evaluations: 226720 Total number second-order interval evaluations of the original function: 28560 wall clock time: 17140s With subst. Number of bisections: 10644 Number of Gauss--Seidel steps on the dense system: 151622 Total number of dense slope matrix evaluations: 183411 Total number second-order interval evaluations of the original function: 21331 wall clock time: 15350s ------------------------------------------------------------------------ Wood Initial box: -.1000D+02 .1000D+02 -.1000D+02 .1000D+02 -.1000D+02 .1000D+02 -.1000D+02 .1000D+02 Optimizer: .1000D+01 .1000D+01 .1000D+01 .1000D+01 Minimum value: .0000D+00 Without subst. Number of bisections: 11 Number of Gauss--Seidel steps on the dense system: 140 Total number of dense slope matrix evaluations: 193 Total number second-order interval evaluations of the original function: 45 wall clock time: 4s With subst. Number of bisections: 10 Number of Gauss--Seidel steps on the dense system: 110 Total number of dense slope matrix evaluations: 165 Total number second-order interval evaluations of the original function: 45 wall clock time: 4s ------------------------------------------------------------------------