UID:
almahu_9949198386202882
Format:
VI, 182 p.
,
online resource.
Edition:
1st ed. 1981.
ISBN:
9783642483202
Series Statement:
Lecture Notes in Economics and Mathematical Systems, 187
Content:
................................................................. 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.
Note:
I: Description of the documentation -- 1. Introduction -- 2. Computable information about a solution -- 3. The classification number -- 4. The documentation scheme -- II: Usage of the FORTRAN subroutines -- III: Condensed information about the test problems -- IV: The test problems -- Appendix A: Constant data -- Appendix B: Some numerical test results -- Appendix C: Restriction function values and Lagrange-Multipliers -- References.
In:
Springer Nature eBook
Additional Edition:
Printed edition: ISBN 9783540105619
Additional Edition:
Printed edition: ISBN 9783642483219
Language:
English
Subjects:
Economics
,
Mathematics
Keywords:
Beispielsammlung
DOI:
10.1007/978-3-642-48320-2
URL:
https://doi.org/10.1007/978-3-642-48320-2
URL:
Volltext
(URL des Erstveröffentlichers)
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