OpenSourceEconomics/tranquilo

Add more tests for subsolvers

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segsell commented

Problems

  1. Before optimizing the performance of our trust-region subproblem solvers, we need to add a few more tests that assure us that we do not introduce any bugs while refactoring.

  2. In optimagic-dev/optimagic#328, we have added two new conjugate gradient methods for the subsolver BNTR. As a result, global test coverage has decreased, since these methods contain many if conditions.

Solution

Write tests in our development environment, that compare our subsolvers against the subsolvers from dfols and pybobyqa.