W Hock

(Author)

Test Examples for Nonlinear Programming Codes (Softcover Reprint of the Original 1st 1981)Paperback - Softcover Reprint of the Original 1st 1981, 1 March 1981

Test Examples for Nonlinear Programming Codes (Softcover Reprint of the Original 1st 1981)
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Part of Series
Lecture Notes in Economic and Mathematical Systems
Print Length
182 pages
Language
English
Publisher
Springer
Date Published
1 Mar 1981
ISBN-10
3540105611
ISBN-13
9783540105619

Description

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

Product Details

Authors:
W HockKlaus Schittkowski
Book Edition:
Softcover Reprint of the Original 1st 1981
Book Format:
Paperback
Country of Origin:
US
Date Published:
1 March 1981
Dimensions:
24.41 x 16.99 x 1.04 cm
ISBN-10:
3540105611
ISBN-13:
9783540105619
Language:
English
Location:
Berlin, Heidelberg
Pages:
182
Publisher:
Weight:
312.98 gm

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