Abstract
The numerical performance of 27 computer programs, which are all designed to solve the general constrained nonlinear optimization problem, is to be evaluated. In contrast to Schittkowski [34], where besides of one exception, the same codes are compared on randomly generated test problems, the test examples are now given by the 115 hand-selected and real life problems published in Hock and Schittkowski [19]. The different type of the test examples requires the development of a special evaluation system based on priority theory. Detailed numerical results are presented allowing a quantitative comparison of the performance criteria efficiency and reliability.
Zusammenfassung
Es soll das Leistungsvermögen von 27 Computerprogrammen numerisch ermittelt werden, die alle zur Lösung des allgemeinen restringierten, nichtlinearen Optimierungsproblems entwickelt wurden. Im Gegensatz zu Schittkowski [34], wo bis auf eine Ausnahme dieselben Programme an Hand von zufallsmäßig erzeugten Testbeispielen verglichen wurden, sind die Testbeispiele jetzt die von Hock und Schittkowski [19] veröffentlichten 115 Optimierungsprobleme, die entweder per Hand konstruiert wurden oder einen praktischen Hintergrund besitzen. Die unterschiedliche Art dieser Testbeispiele erfordert die Entwicklung eines speziellen Auswertungssystems, das auf Prioritätstheorie basiert. Detaillierte numerische Resultate werden präsentiert, die einen quantitativen Vergleich der Leistungskriterien Effizienz und Zuverlässigkeit erlauben.
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Hock, W., Schittkowski, K. A comparative performance evaluation of 27 nonlinear programming codes. Computing 30, 335–358 (1983). https://doi.org/10.1007/BF02242139
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DOI: https://doi.org/10.1007/BF02242139