Lecture Notes in Economics and Mathematical Systems

More Test Examples for Nonlinear Programming Codes

Authors: Schittkowski, Klaus

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About this book

This collection of 188 nonlinear programming test examples is a supplement of the test problem collection published by Hock and Schittkowski [2]. As in the former case, the intention is to present an extensive set of nonlinear programming problems that were used by other authors in the past to develop, test or compare optimization algorithms. There is no distinction between an "easy" or "difficult" test problem, since any related classification must depend on the underlying algorithm and test design. For instance, a nonlinear least squares problem may be solved easily by a special purpose code within a few iterations, but the same problem can be unsolvable for a general nonlinear programming code due to ill-conditioning. Thus one should consider both collections as a possible offer to choose some suitable problems for a specific test frame. One difference between the new collection and the former one pub­ lished by Hock and Schittkowski [2], is the attempt to present some more realistic or "real world" problems. Moreover a couple of non­ linear least squares test problems were collected which can be used e. g. to test data fitting algorithms. The presentation of the test problems is somewhat simplified and numerical solutions are computed only by one nonlinear programming code, the sequential quadratic programming algorithm NLPQL of Schittkowski [3]. But both test problem collections are implemeted in the same way in form of special FORTRAN­ subroutines, so that the same test programs can be used.

Table of contents (4 chapters)

Table of contents (4 chapters)

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-3-642-61582-5
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.99
price for USA in USD
  • ISBN 978-3-540-17182-9
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
More Test Examples for Nonlinear Programming Codes
Authors
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
282
Copyright
1987
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-61582-5
DOI
10.1007/978-3-642-61582-5
Softcover ISBN
978-3-540-17182-9
Series ISSN
0075-8442
Edition Number
1
Number of Pages
VI, 268
Topics