Nonlinear Programming Codes PDF Download

Author: Klaus Schittkowski
Publisher: Springer Science & Business Media
ISBN: 3642615821
Category : Business & Economics
Languages : en
Pages : 271

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Book Description
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.

Author: K Schittkowski
Publisher:
ISBN: 9783642464256
Category :
Languages : en
Pages : 260

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Book Description

Author: W. Hock
Publisher: Springer Science & Business Media
ISBN: 3642483208
Category : Business & Economics
Languages : en
Pages : 188

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Book 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.

Author: Klaus Schittkowski
Publisher: Springer Science & Business Media
ISBN: 3642464246
Category : Business & Economics
Languages : en
Pages : 253

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Author:
Publisher:
ISBN:
Category :
Languages : de
Pages : 261

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Book Description

Author: David Clifford Stocker
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 452

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Book Description

Author: Lorenz T. Biegler
Publisher: SIAM
ISBN: 0898719380
Category : Science
Languages : en
Pages : 411

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Book Description
This book addresses modern nonlinear programming (NLP) concepts and algorithms, especially as they apply to challenging applications in chemical process engineering. The author provides a firm grounding in fundamental NLP properties and algorithms, and relates them to real-world problem classes in process optimization, thus making the material understandable and useful to chemical engineers and experts in mathematical optimization.

Author: Dimitri P. Bertsekas
Publisher: Goodman Publishers
ISBN:
Category : Mathematics
Languages : en
Pages : 808

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Book Description

Author: A. R. Colville
Publisher:
ISBN:
Category : Nonlinear programming
Languages : en
Pages : 77

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Book Description

Author: Ralph John Waterman
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description
This study evaluates and compares the production use of three nonlinear programming codes. The three codes and their developers are: SUMT by W.C. Mylander, R.L. Holmes and G.P. McCormick, GRG by L.S. Lasdon, A.D. Waren, M.W. Ratner and A. Jain, and GRAVES by G.W. Graves. This is the first computer comparison of these three particular codes. Each code was evaluated with respect to the time and sophistication required of the user and the degree of mandatory or potential interaction between the code and the analyst. The comparison criteria were accuracy, robustness, efficiency and ease of utilization. Eight current and realistic test problems employing from 9-100 variables and 2-20 constraints were used. The results revealed that no single code was superior or inferior in all aspects. The choice of an optimal code among these three would be dependent upon the problems to be solved, the ability of the analyst and the desire of the analyst to alter the code for his own purposes. (Author).