A Collection of 186 Test Problems for Nonlinear Mixed-Integer Programming - User's Guide
K. Schittkowski: Report, Department of Computer Science, University of Bayreuth
(2012)
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. For each test example, relevant problem data like number of
variables or constraints and code for function evaluation are summarized in a
single file. Program organization and numerical test results are presented,
moreover some auxiliary routines to facilitate integration under own test
environments. A frame to evaluate all test problems in a loop, is included
together with the individual source codes of the collection. The implementation
is thread-safe basic Fortran and the codes are easily transferred to C by f2c.
Numerical results are obtained by the nonlinear mixed-integer solver
MISQP, see
here for details.
To download report, click here:
mitpnp186.pdf
To download the Fortran codes, click here:
mi_test_probs_src.zip