Test Examples for Nonlinear Programming Codes / Najlacnejšie knihy
Test Examples for Nonlinear Programming Codes

Kód: 01557631

Test Examples for Nonlinear Programming Codes

Autor W. Hock, K. Schittkowski

................................................................. The performance of a nonlinear programming algorithm can only be ascertained by numerical experiments requiring the collection and implementation of test examples i ... celý popis

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Anotácia knihy

................................................................. 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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Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Economic theory & philosophy

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