用随机生成函数对非线性规划(NLP)算法软件的测试及评价

The Comparative Performance Evaluation of Nonlinear Programming Codes with Randomly Generated Test Problems

本文利用随机函数发生器生成非线性规则(NLP)问题,对所选定的六种典型的NLP算法软件进行计算测试.根据NLP问题参数及数值计算结果给出特征评价值,并对计算结果进行加权计算,得出算法软件对每个NLP问题的求解能力的最后评分及算法序列.本文共生成500个问题,计算得出3000个样本,总结了对算法软件的主要评价.

The paper presents the comparative study of 6 nonlinear programming codes by solving the randomly generated nonlinear programming test problems.The evaluation attributes are presented according to the parameter of nonlinear programming test problems and its numerical results.By weighting the result attributes, the final scores and the sequence of 'codes for every problem are obtained.With 500 test problems generated and 3000 samples obtained, we get the main evalu-ation for every code.