Test Problems for Non-Linear Programming

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By: Klaus Schittkowski


Abstract

The availability of nonlinear programming test problems is extremely important to test optimization codes or to develop new algorithms. We describe the usage of the Fortran subroutines for all 306 test problems of two previous collections of the author, see Hock and Schittkowski and Schittkowski. For each test example, we provide at least a local optimal solution. The execution of the codes, the program organization, and some numerical test results are presented to be able to test and compare own implementations. The new version comes with fixed dimensioning parameters NMAX and MMAX and unified common areas.


Link to material: http://www.klaus-schittkowski.de/test_problems.pdf


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