Test Examples for Nonlinear Programming Codes (Lecture Notes in Economics and Mathematical Systems, 187)

Hock, W.; Schittkowski, Klaus

ISBN 10: 3540105611 / ISBN 13: 9783540105619

Published by Springer, 1981

In. Seller Inventory # ria9783540105619_new

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.

Bibliographic Details

Title: Test Examples for Nonlinear Programming ...
Publisher: Springer
Publication Date: 1981
Binding: Soft cover
Condition: New