Test Examples for Nonlinear Mixed-Inter Programming in Fortran - User's Guide

K. Schittkowski: Report, Department of Computer Science, University of Bayreuth (2009)
Abstract: The availability of mixed-integer nonlinear programming test problems is extremely important to test optimization codes or to develop new algorithms. We describe the usage of Fortran subroutines for a set of 100 test problems, where most of them are taken from existing collections, especially from the GAMS collection MINLPLib. Two subroutines are presented which serve to setup some basic data, e.g., number and type of variables and constraints, and to evaluate function values. Program organization, and numerical test results are presented to be able to compare own implementations. The corresponding frame to evaluate all test problems in a loop and to summarize essential performance data, is also presented and is available together with the remaining Fortran source codes of the collection. The numerical results have been obtained by MISQP.

To download report, click here: mi_test_problems.pdf

To download all 100 Fortran codes, click here: mi_test_probs_src.zip

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