S2MPJ and CUTEst optimization problems for Matlab, Python and Julia

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Serge Gratton, Philippe L. Toint

Published: 01 Jan 2024, Last Modified: 13 May 2025CoRR 2024EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: A new decoder for the SIF test problems of the CUTEst collection is described, which produces problem files allowing the computation of values and derivatives of the objective function and constraints of most \cutest\ problems directly within ``native'' Matlab, Python or Julia, without any additional installation or interfacing with MEX files or Fortran programs. When used with Matlab, the new problem files optionally support reduced-precision computations.