Publication
FWCG 2021
Workshop paper

The Combinatorial Generation of Objective Targets and Constraints for Large-scale Testing of Optimization Routines

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Abstract

Our primary motivation is the large-scale testing and performance analysis of constrained optimization algorithms. To that end, we wish to randomly generate pairs (f, Ω) consisting of a continuous objective target f and a convex feasibility region Ω contained in its domain. Our challenge is to produce (f, Ω) in such a way that the true solution of the associated constrained optimization problem can be established combinatorially without recourse to an optimization algorithm.

Date

11 Oct 2021

Publication

FWCG 2021

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