This package contains the Matlab code used to run the experiments in
Section 7 of 'Block BFGS Methods' [1]. You will also need a copy of 
Mark Schmidt's optimization library minFunc [2] on your Matlab path.
If you want to use my plotting functions, you will also need to have
varycolor [3] and subtightplot [4] on your path.

The problems used for our tests is stored in the Matlab environments
logregTests.mat
logbTests.mat
tests.mat (all the non-convex tests)
To run the same tests, the variables in these environments (cell arrays
containing the test parameters) should be passed to runTestSequence().

The actual data for the test functions is rather large and the Matlab
environments are distributed separately from this file. In the future I
plan to extract and release them in an open format; however, for the
moment, the release contains the entire Matlab environment. The test 
functions contain data from LIBSVM [5], Maros and Meszaros' QP tests [6],
William Hager's LP test collection [7], and Andrei's unconstrained problem
collection [8]. See Appendix B of 'Block BFGS Methods' for a full listing
of all the sources.

Wenbo Gao (wg2279@columbia.edu)
Sept 2016

[1] W. Gao and D. Goldfarb, Block BFGS Methods. arXiv:1609.00318
[2] https://www.cs.ubc.ca/~schmidtm/Software/minFunc.html
[3] https://www.mathworks.com/matlabcentral/fileexchange/21050-varycolor
[4] https://www.mathworks.com/matlabcentral/fileexchange/39664-subtightplot
[5] https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/
[6] http://www.doc.ic.ac.uk/~im/
[7] http://users.clas.ufl.edu/hager/coap/format.html
[8] N. Andrei, An unconstrained optimization test functions collection,
  Adv. Model. Optim., 10 (2008), pp.147-161.


LICENSE
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the Free Software Foundation, either version 3 of the License, or
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