Description Usage Arguments Details Value Author(s) References Examples
The function implements a set of benchmark problems against the MINOS solver of Murtagh and Saunders.
1 | benchmark(id = "Powell")
|
id |
The name of the benchmark problem. A call to the function |
The benchmarks were run on dual xeon server with 24GB of memory and windows 7 operating system. The MINOS solver was used via the tomlab interface.
A data.frame containing the benchmark data. The description of the benchmark
problem can be accessed throught the description
attribute of
the data.frame.
Alexios Ghalanos and Stefan Theussl
Y.Ye (original matlab version of solnp)
W.Hock and K.Schittkowski, Test Examples for Nonlinear Programming Codes,
Lecture Notes in Economics and Mathematical Systems. Springer Verlag, 1981.
Y.Ye, Interior algorithms for linear, quadratic, and linearly constrained
non linear programming, PhD Thesis, Department of EES Stanford University,
Stanford CA.
B.A.Murtagh and M.A.Saunders, MINOS 5.5 User's Guide, Report SOL 83-20R,
Systems Optimization Laboratory, Stanford University (revised July 1998).
P. E. Gill, W. Murray, and M. A. Saunders, SNOPT An SQP algorithm for
large-scale constrained optimization, SIAM J. Optim., 12 (2002), pp.979-1006.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | ## Not run:
benchmarkids()
benchmark(id = "Powell")
benchmark(id = "Alkylation")
benchmark(id = "Box")
benchmark(id = "RosenSuzuki")
benchmark(id = "Wright4")
benchmark(id = "Wright9")
benchmark(id = "Electron")
benchmark(id = "Permutation")
# accessing the description
test = benchmark(id = "Entropy")
attr(test, "description")
## End(Not run)
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