Nonlinear Optimization Test Problems

This area will contain test problems for (continuous) nonlinear optimization. We include

• input files for each problem: the starting point, the function, grandient and possibly the Hessian
• Description of the application
• Properties of each problem: size, ill-conditioning, degree of nonlinearity, degeneracy, features that may cause difficulties in the solution
• Optimal objective values and solutions (these may not be unique; we only provide one and indicate which of the NEOS codes obtained that solution)

We don't have complete information about many of the problems. If you know something we don't know, please drop us a line.

The test problems are classified in various ways. The highest level division is my problem type:

• unconstrained problems
• bound constrained problems
• generally constrained problems

We also separate the problems according to the collection they belong to:

• Minpack 1 test set
• CUTE
• Buckley's collection
• Minpack 2 test set
• INRIA collection

Other Sites

• A nonlinear testing environment, compiled by Peter Spellucci. This collection contains 361 testcases, with problems from the Schittkowski, Hock and Schittkowski, and Dembo test sets. Also, there are problems written by Spellucci and others. The environment contains fortran files which contain the routines for the evaluation of the functions and derivatives, and results from Spellucci's SQP solver, donlp2.
• AMPL models for nonlinear problems, constructed by Bob Vanderbei. A wide variety of problems from practical applications.

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