عنوان

Nonlinear programming codes :

0387102477

3540102477

9780387102474

9783540102472

b548010

Nonlinear programming codes :

[Book]

information, tests, performance

Klaus Schittkowski.

Berlin ; New York

Springer-Verlag

1980

viii, 242 pages ; 24 cm.

Lecture notes in economics and mathematical systems, 183.

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.

Algorithms.

Nonlinear programming.

Programmation non linéaire.

Klaus Schittkowski.

Klaus Schittkowski

[Book]

Y