Nonlinear Programming Codes Information, Tests, Performance
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1980, 1980
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| Edition: | 1st ed. 1980 |
| Series: | Lecture Notes in Economics and Mathematical Systems
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- I: Introduction
- II: Optimization methods
- 1. Line-search algorithms
- 2. Quadratic programming
- 3. Unconstrained optimization
- 4. Penalty methods
- 5. Multiplier methods
- 6. Quadratic approximation methods
- 7. Generalized reduced gradient methods
- 8. The method of Robinson
- III: Optimization programs
- 1. Program organization
- 2. Description of the programs
- IV: The construction of test problems
- 1. Fundamentals of the test problem generator
- 2. General test problems
- 3. Linearly constrained test problems
- 4. Degenerate test problems
- 5. Ill-conditioned test problems
- 6. Indefinite test problems
- 7. Convex test problems
- V: Performance evaluation
- 1. Notations
- 2. Efficiency, reliability, and global convergence
- 3. Performance for solving degenerate, ill-conditioned, and indefinite problems
- 4. Sensitivity to slight variations of the problem
- 5. Sensitivity to the position of the starting point
- 6. Ease of use
- 7. How to get a final score
- VI: Conclusions, recommendations, remarks
- 1. Pinal conclusions
- 2. Recommendations for the design of optimization programs
- 3. Some technical details
- Appendix A : Numerical data for constructing test problems
- Appendix B : Sensitivity analysis for the test problems
- Appendix C : Further results
- Appendix D : Evaluation of significance factors
- References