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© 1981

Test Examples for Nonlinear Programming Codes

Book

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 187)

Table of contents

  1. Front Matter
    Pages N2-V
  2. Willi Hock, Klaus Schittkowski
    Pages 1-11
  3. Willi Hock, Klaus Schittkowski
    Pages 12-16
  4. Willi Hock, Klaus Schittkowski
    Pages 17-22
  5. Willi Hock, Klaus Schittkowski
    Pages 23-127
  6. Back Matter
    Pages 128-181

About this book

Introduction

................................................................. The performance of a nonlinear programming algorithm can only be ascertained by numerical experiments requiring the collection and implementation of test examples in dependence upon the desired performance criterium. This book should be considered as an assis­ tance for a test designer since it presents an extensive collec­ tion of nonlinear programming problems which have been used in the past to test or compare optimization programs. He will be in­ formed about the optimal solution, about the structure of the problem in the neighbourhood of the solution, and, in addition, about the usage of the corresp,onding FORTRAN subroutines if he is interested in obtaining them -ofi a magnetic tape. Chapter I shows how the test examples are documented. In par­ ticular, the evaluation of computable information about the solu­ tion of a problem is outlined. It is explained how the optimal solution, the optimal Lagrange-multipliers, and the condition number of the projected Hessian of the Lagrangian are obtained. Furthermore, a classification number is defined allowing a formal description of a test problem, and the documentation scheme is described which is used in Chapter IV to present the problems.

Keywords

Nichtlineare Optimierung Test Test (EDV) algorithms linear optimization nonlinear optimization

Authors and affiliations

  1. 1.Institut für Angewandte Mathematik und StatistikUniversität Würzburg Am HublandWürzburgFederal Republic of Germany

Bibliographic information