Test-case generator TCG-2 for nonlinear parameter optimisation

Abstract

Experimental results reported in many papers suggest that making an appropriate choice of a method and its parameters to solve a nonlinear parameter optimisation problem remains an open question. The most promising approach at this stage of research seems to be experimental, involving a design of a scalable test suite of constrained optimisation problems. Then it would be possible to evaluate merits and drawbacks of the available optimisation methods as well as test new methods efficiently. In this paper we discuss the new test-case generator TCG-2 for constrained parameter optimisation techniques. The TCG-2 is capable of creating various test problems with different characteristics, including the dimensionality of the problem, number of local optima, number of active constraints at the optimum, topology of the feasible search space, etc. This test-case generator is very useful for analysing and comparing different constraint-handling techniques and different nonlinear parameter optimisation techniques.