Test Examples for Nonlinear Programming Codes

ISBN-13: 9783540105619 / Angielski / Miękka / 1981 / 182 str.

W. Hock; K. Schittkowski

Opis

................................................................. 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."

Spis treści

I: Description of the documentation.- 1. Introduction.- 2. Computable information about a solution.- 3. The classification number.- 4. The documentation scheme.- II: Usage of the FORTRAN subroutines.- III: Condensed information about the test problems.- IV: The test problems.- Appendix A: Constant data.- Appendix B: Some numerical test results.- Appendix C: Restriction function values and Lagrange-Multipliers.- References.