Request for Simulation-Based Optimization Problems
We are building a collection of problems for distribution to the optimization community.
Problems and questions can be sent to wild and/or akannan at mcs.anl.gov.
We provide the following checklist to aid submission of problems. As many details as possible are appreciated but any problem information would be useful.
Please include references describing the problem/simulator or tell us if you would like the problem source/details to remain anonymous.
Problem specifics
- The number of continuous, discrete (e.g., integer), binary, and categorical variables (continuous preferred for first collection).
- Lower and upper bounds on the variables.
- Number of constraints and type (binary, linear/nonlinear, algebraic/simulation-based).
- Which constraints/bounds can be violated but still result in evaluation of the simulator.
- Whether the objective/constraints contain any stochastic components (e.g., multiple evaluations at the same point can return different values).
- Does the simulator not evaluate at some points even when variables are within the bounds?.
- Is it known that the simulator will not evaluate correctly within the feasible region specified by the bounds/constraints? How is this indicated?
- Brief problem description (mathematical and/or qualitative) and references.
- Does the simulator involve any lower level problems that depend on tolerances, meshes, etc.? Can these be modified?
- Typical evaluation time for the simulator (.01-100 seconds preferred). Is the time more or less the same at all feasible points?
- A default/starting point (and associated function/constraint values to check for correctness) and best known solution.
Simulator specifics
- Most important - source codes (C,C++,Fortran and MATLAB preferred) and makefiles (or compile strings).
- Number of individual source codes (to confirm completeness) and specifics on which evaluate the objective/constraints.
- Further open source dependencies (codes with proprietary dependencies not collected at this time) or open source compilers (other than gcc, g++ and f95).
- Can evaluation be done in parallel? Is a parallel driver available?
- Distribution license information of the source codes.
