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Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 282))

Abstract

The development of algorithms for solving the nonlinear programming problem

$$ \begin{gathered} \min f(x) \hfill \\ g_j (x) \geqslant 0,\quad j = 1, \ldots ,m_1 \hfill \\ x \in \mathbb{R}^n :g_j (x) = 0,\quad j = m_1 + 1, \ldots ,m \hfill \\ x_1 \leqslant x \leqslant x_u \hfill \\ \end{gathered} $$
(NLP)

with continuously differentiable functions f and g1,…,gm requires the availability of test examples. The intention is to present a collection of optimization problems which can be used by a test designer to choose from either to develop a new algorithm or to become familar with an existing code written by somebody else. All problems were found in the literature and have been used in the past to test or compare optimization software.

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© 1987 Springer-Verlag Berlin Heidelberg

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Schittkowski, K. (1987). The Documentation Scheme. In: More Test Examples for Nonlinear Programming Codes. Lecture Notes in Economics and Mathematical Systems, vol 282. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-61582-5_1

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  • DOI: https://doi.org/10.1007/978-3-642-61582-5_1

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-17182-9

  • Online ISBN: 978-3-642-61582-5

  • eBook Packages: Springer Book Archive

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