Generating box-constrained optimization problems

ABSTRACT

We present a method for generating box-constrained nonlinear programming test problems. The technique allows the user to control some properties of the generated test problems that are know to influence the behavior of algorithms for their solution. A corresponding set of Fortran 77 routines is described in a companion algorithm (774).

REFERENCES

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INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS

Additional Classification:
  G. Mathematics of Computing
  G.4 MATHEMATICAL SOFTWARE
      Subjects: Certification and testing

General Terms:
Algorithms, Performance, Verification

Keywords:
nonlinear programming test problems, optimization, test problems generation