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230417.111435.CST update benchmark/rescue_idz/note
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benchmark/rescue_idz/note

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According to the test on 20230406, the RESCUE of BOBYQA and IDZ of NEWUOA/LINCOA affects the
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performance marginally on problems up to 200 dimension. Therefore, it seems safe to ignore
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theses two techniques in the first implementation of algorithms based on the derivative-free PSB.
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performance marginally. The settings of the test are as follows.
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1. Test problems: the CUTEst set.
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2. Maximum dimension: 200.
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3. Maximum number of linear constraints for LINCOA: 20000.
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4. Tested features: plain, randomizex0-eps, perm, single, dnoise-1.0e-6, sifnif5, noise-1.0e-4.
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5. Number of random tests when applicable: 3.
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6. RHOEND: 1.0e-8.
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7. Maximum number of function evaluations: 500*dimension.
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8. Tolerance for the convergence tests in the performance profiles: 10^{-i}, i = 1, ..., 16.
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Note that we purposely set the stopping criteria and convergence tolerance to observe the long-term
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behavior of the algorithms, as the techniques under consideration do not take effect unless we ask
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for very high precision.
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The result: RESCUE and IDZ do not affect the performance of the algorithms significantly. For
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the classical version (i.e., Powell's implementation), the difference is barely observable. For the
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modernized version, the difference is more obvious, but still not significant.
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Therefore, it seems safe to ignore these two techniques in the first implementation of algorithms
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based on the derivative-free PSB.

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