PGSL Version 4.0

I added a new routine to PGSL 4. This performs directional search, that is, a line search in the improving direction. For some problem instances, there is a dramatic improvement, especially for small problems. But for more difficult problems involving large number of variables, there is a decrease in the performance. (This is the classic "No Free Lunch" theorem). This is why I hesitated to release this version for so long. In the end, I decided to release this because hard problems are rare in practice. Even when there are hard problems, we need only approximate solutions in engineering. Also, I believe that if the problem is really hard and you need the exact solution, you should not use a general purpose solver like PGSL, you should use a problem-specific search algorithm.

Quick links

PGSL home.
Download PGSL release 4 (winzip file - 37 KB) .
Here are results for the benchmark test functions, F8, EF10, Shekel. All the source code for these functions are available in the distribution. So you can repeat the tests yourself.

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