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Example Problem Solutions from:


Numerical Methods for Unconstrained Optimization and Nonlinear Equations

by J. E. Dennis and Robert B. Schnabel
Classics in Applied Mathematics, SIAM, Philadelphia, 1996

Authors' Homepages:   J. E. Dennis   Robert B. Schnabel  


Appendix B: Test Problems


"Test problems are dicussed in Section 7.3 and the interested reader should read that section before this one. More, Garbow, and HIllstrom [1981] provide a set of approximately 15 test problems each for unconstrainted minimization, systems of nonlinear equations, and nonlinear least squres. Many of these problems can be run with various values of n. A standard staring point x0 is given for each problem, and most are intended to be started from 10 * x0 and 100 * x0 as well. Thus the number of possible problems provided by More, Garbow, and Hillstrom actually is quite large. Below we give a small subset of these problems that might be used in testing a class project or in very preliminary testing gof a new method. Anyone intersed in comprehensive testing is urged to read More, Garbow, and Hillstrom and to use the larger stet of test problems contained therein. Hiebert [1982] discusses a comparison of codes for solving systems of nonlinear equations using the test problems in More, Garbow, and HIllstrom and includes suggestions for modifying these problems into problems with poor scaling or problems where the objective function is noisy."





Example Problem Solutions:



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