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Test Examples for Nonlinear Programming Codes (Paperback, Softcover reprint of the original 1st ed. 1981)
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Test Examples for Nonlinear Programming Codes (Paperback, Softcover reprint of the original 1st ed. 1981)
Series: Lecture Notes in Economics and Mathematical Systems, 187
Expected to ship within 10 - 15 working days
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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."
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