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

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Abstract

This chapter describes the organization of the FORTRAN subroutines and informs the user about the way how to execute the test problems. Since it is assumed that at least a subset of the problems is used within a series of test runs for different optimization programs, the problems are coded in a very flexible manner. For example, it is possible to execute an arbitrary subset of the restrictions. To distinguish between linear and nonlinear constraints, we have to define a fixed succession of the restrictions in the following way:

$${\rm g}_{\rm j} ({\rm x})\, \ge \,0\,,\,{\rm j = 1,}...{\rm,m}_{{\rm 11}} \,,$$

linear functions,

$${\rm g}_{\rm j} ({\rm x})\, \ge \,0\,,\,{\rm j = m}_{{\rm 11}} {\rm + 1,}...{\rm,m}_{\rm 1} \,,$$

, nonlinear functions,

$${\rm g}_{\rm j} ({\rm x})\, = \,0\,,\,{\rm j = m}_{\rm 1} {\rm + 1,}...{\rm,m}_{{\rm 21}} \,,$$

, linear functions,

$${\rm g}_{\rm j} ({\rm x})\, = \,0\,,\,{\rm j = m}_{{\rm 21}} {\rm + 1,}...{\rm,m}\,,$$

, nonlinear functions.

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© 1981 Springer-Verlag Berlin Heidelberg

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Hock, W., Schittkowski, K. (1981). Usage of the Fortran Subroutines. In: Test Examples for Nonlinear Programming Codes. Lecture Notes in Economics and Mathematical Systems, vol 187. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-48320-2_2

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  • DOI: https://doi.org/10.1007/978-3-642-48320-2_2

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10561-9

  • Online ISBN: 978-3-642-48320-2

  • eBook Packages: Springer Book Archive

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