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1 | 1 | According to the test on 20230406, the RESCUE of BOBYQA and IDZ of NEWUOA/LINCOA affects the |
2 | | -performance marginally on problems up to 200 dimension. Therefore, it seems safe to ignore |
3 | | -theses two techniques in the first implementation of algorithms based on the derivative-free PSB. |
| 2 | +performance marginally. The settings of the test are as follows. |
| 3 | + |
| 4 | +1. Test problems: the CUTEst set. |
| 5 | +2. Maximum dimension: 200. |
| 6 | +3. Maximum number of linear constraints for LINCOA: 20000. |
| 7 | +4. Tested features: plain, randomizex0-eps, perm, single, dnoise-1.0e-6, sifnif5, noise-1.0e-4. |
| 8 | +5. Number of random tests when applicable: 3. |
| 9 | +6. RHOEND: 1.0e-8. |
| 10 | +7. Maximum number of function evaluations: 500*dimension. |
| 11 | +8. Tolerance for the convergence tests in the performance profiles: 10^{-i}, i = 1, ..., 16. |
| 12 | + |
| 13 | +Note that we purposely set the stopping criteria and convergence tolerance to observe the long-term |
| 14 | +behavior of the algorithms, as the techniques under consideration do not take effect unless we ask |
| 15 | +for very high precision. |
| 16 | + |
| 17 | +The result: RESCUE and IDZ do not affect the performance of the algorithms significantly. For |
| 18 | +the classical version (i.e., Powell's implementation), the difference is barely observable. For the |
| 19 | +modernized version, the difference is more obvious, but still not significant. |
| 20 | + |
| 21 | +Therefore, it seems safe to ignore these two techniques in the first implementation of algorithms |
| 22 | +based on the derivative-free PSB. |
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