Nonlinear Programming Codes Information, Tests, Performance
Título:
Nonlinear Programming Codes Information, Tests, Performance
ISBN:
9783642464249
Autor personal:
Edición:
1st ed. 1980.
PRODUCTION_INFO:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1980.
Descripción física:
VIII, 248 p. online resource.
Serie:
Lecture Notes in Economics and Mathematical Systems, 183
Contenido:
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.
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