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 (1981) and Schittkowski (1987). For each test example, we provide an 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.
Report, Department of Computer Science, University of Bayreuth, D-95440 Bayreuth, Germany, 2008
View An Updated Set of 306 Test Problems for Nonlinear Programming with Validated Optimal Solutions