Test examples for nonlinear programming codes (Lecture notes in economics and mathematical systems) - Softcover

Willi Hock

Softcover

ISBN 10: 0387105611 ISBN 13: 9780387105611

Publisher: Springer-Verlag, 1981

Synopsis

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

Edition details

• Publisher: Springer-Verlag
• Publication date: 1981
• ISBN 10: 0387105611
• ISBN 13: 9780387105611
• Binding: Paperback
• Language: English
• Number of pages: 177