More Test Examples for Nonlinear Programming Codes

More Test Examples for Nonlinear Programming Codes
Title More Test Examples for Nonlinear Programming Codes PDF eBook
Author Klaus Schittkowski
Publisher Springer Science & Business Media
Pages 271
Release 2012-12-06
Genre Business & Economics
ISBN 3642615821

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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.

Test Examples for Nonlinear Programming Codes

Test Examples for Nonlinear Programming Codes
Title Test Examples for Nonlinear Programming Codes PDF eBook
Author W. Hock
Publisher Springer Science & Business Media
Pages 188
Release 2012-12-06
Genre Business & Economics
ISBN 3642483208

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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.

Test Examples for Nonlinear Programming Codes

Test Examples for Nonlinear Programming Codes
Title Test Examples for Nonlinear Programming Codes PDF eBook
Author W Hock
Publisher
Pages 192
Release 1981-03-01
Genre
ISBN 9783642483219

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Description of the documentation; Usage of the FORTRAN subroutines; Condensed information about the test problems; The test problems; Constant data; Some numerical test results.

Nonlinear Programming Codes

Nonlinear Programming Codes
Title Nonlinear Programming Codes PDF eBook
Author Klaus Schittkowski
Publisher Springer Science & Business Media
Pages 253
Release 2012-12-06
Genre Business & Economics
ISBN 3642464246

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System Modeling and Optimization

System Modeling and Optimization
Title System Modeling and Optimization PDF eBook
Author John Cagnol
Publisher Springer
Pages 316
Release 2006-01-15
Genre Technology & Engineering
ISBN 0387234675

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System Modeling and Optimization is an indispensable reference for anyone interested in the recent advances in these two disciplines. The book collects, for the first time, selected articles from the 21st and most recent IFIP TC 7 conference in Sophia Antipolis, France. Applied mathematicians and computer scientists can attest to the ever-growing influence of these two subjects. The practical applications of system modeling and optimization can be seen in a number of fields: environmental science, transport and telecommunications, image analysis, free boundary problems, bioscience, and non-cylindrical evolution control, to name just a few. New developments in each of these fields have contributed to a more complex understanding of both system modeling and optimization. Editors John Cagnol and Jean-Paul Zolésio, chairs of the conference, have assembled System Modeling and Optimization to present the most up-to-date developments to professionals and academics alike.

Methods for Decision Making in an Uncertain Environment

Methods for Decision Making in an Uncertain Environment
Title Methods for Decision Making in an Uncertain Environment PDF eBook
Author Jaime Gil-Aluja
Publisher World Scientific
Pages 471
Release 2012
Genre Business & Economics
ISBN 9814415766

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This book contains a selection of the papers presented at the XVII SIGEF Congress. It presents fuzzy logic, neural networks and other intelligent techniques applied to economic and business problems. This book is very useful for researchers and graduate students aiming to introduce themselves to the field of quantitative techniques for overcoming uncertain environments. The contributors are experienced scholars of different countries who offer real world applications of these mathematical techniques.

Methods For Decision Making In An Uncertain Environment - Proceedings Of The Xvii Sigef Congress

Methods For Decision Making In An Uncertain Environment - Proceedings Of The Xvii Sigef Congress
Title Methods For Decision Making In An Uncertain Environment - Proceedings Of The Xvii Sigef Congress PDF eBook
Author Jaime Gil-aluja
Publisher World Scientific
Pages 471
Release 2012-05-28
Genre Computers
ISBN 9814415782

Download Methods For Decision Making In An Uncertain Environment - Proceedings Of The Xvii Sigef Congress Book in PDF, Epub and Kindle

This book contains a selection of the papers presented at the XVII SIGEF Congress. It presents fuzzy logic, neural networks and other intelligent techniques applied to economic and business problems. This book is very useful for researchers and graduate students aiming to introduce themselves to the field of quantitative techniques for overcoming uncertain environments. The contributors are experienced scholars of different countries who offer real world applications of these mathematical techniques./a