Test Examples for Nonlinear Programming Codes

Klaus Schittkowski W. Hock

ISBN 10: 3540105611 / ISBN 13: 9783540105619

Verlag: Springer, 1981

Beschreibung

pp. 192. Bestandsnummer des Verkäufers 2648032939

Bibliografische Details

Titel: Test Examples for Nonlinear Programming Codes

Verlag: Springer

Erscheinungsdatum: 1981

Einband: Softcover

Zustand: New

Über diesen Titel

Inhaltsangabe:

................................................................. 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.