This small codebase contains some toy optimisation problems that exhibit pathological behaviour. It has implementations for the Rahimi-Recht problem, as well as various versions of the Rosenbrock function. These are small-scale problems that we found useful while working on the Curveball solver.
To get up and running, the module can be installed via:
vl_contrib('install', 'mcnToyOptim') ;
vl_contrib('setup', 'mcnToyOptim') ;
Then to run some trials, you can run launch_exp('dataset', 'rosenbrock', 'expType', 'blend-lite'), to produce a figure comparing some solvers. This is just a demo with some default set of parameters (you can get much better performance with grid searches if you wish to compare the methods more carefully).
or launch_exp('dataset', 'rahimiRecht') to get something like this:
