benchmark function

The Rsolnp Benchmark Problems Suite.

The function implements a set of benchmark problems against the MINOS solver of Murtagh and Saunders. 1.1

benchmark(id = "Powell")

Arguments

• id: The name of the benchmark problem. A call to the function benchmarkids

  will return the available benchmark problems.

Details

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.

Returns

A data.frame containing the benchmark data. The description of the benchmark problem can be accessed throught the description attribute of the data.frame.

References

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.

Author(s)

Alexios Ghalanos and Stefan Theussl

Y.Ye (original matlab version of solnp)

Examples

## 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)