Prof. Klaus Schittkowski
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Downloads

Software: EASY-FIT ModelDesign EASY-FIT Express EASY-OPT Express
  NLP test problems MINLP test problems dynamical test problems
Script: Nonlinear Programming    
Mathcad mcd-Files: NLP ODE DAE
  PDE PDAE FIT

 

EASY-FIT ModelDesign demo version

Software system for parameter estimation and experimental design in explicit model functions, Laplace transforms, steady-state systems, ordinary differential equations (ODE's), differential algebraic equations (DAE's), and one-dimensional partial differential equations (PDE's, PDAE's). The demo version contains all features of EASY-FIT ModelDesign with the restriction that model and data sizes are restricted. The demo version is fully documented by interactive, context-sensitive help texts and contains 1,300 test examples, many of them based on real-life applications. The program runs under MS-Windows.

To download the demo version of EASY-FIT ModelDesign, visit it's home page.

 

EASY-FIT Express

Software system for parameter estimation in dynamical, i.e., time-dependent model functions, with or without nonlinear constraints. Up to two independent model variables, e.g., time and concentration, and linear or nonlinear constraints can be handled. The program runs under MS-Windows XP or higher.

To download
EASY-FIT Express, visit it's home page.

 

EASY-OPT Express

Interactive user interface running under MS-Windows, to facilitate the formulation of nonlinear programming models, their implementation and numerical solution. It is possible to minimize general nonlinear functions subject to equality or inequality constraints and continuous or/and integer and boolean variables. The program runs under MS-Windows XP or higher.

To download
EASY-OPT Express, visit it's home page.

 

Test Problems for Nonlinear Programming:   

306 test problems of the two collections

W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes, Lecture Notes in Economics and Mathematical Systems, Springer, No, 187, 1981 

K. Schittkowski, More Test Examples for Nonlinear Programming Codes, Lecture Notes in Economics and Mathematical Systems, Springer, No, 282, 1987  

are provided in form of Fortran source code together with a test frame. A decision is made which of the runs is successful, and performance results are evaluated. With the default tolerances given, all problems can be solved successfully by the code NLPQLP. Results of NLPQLP are  included for comparative studies.

To download a report, click here: test_problems.pdf

To download the Fortran codes (version 2011), click here: test_probs_src.zip

 

Test Problems for Nonlinear Mixed-Integer Programming:   

100 test problems for constrained nonlinear and nonconvex mixed-integer optimization have been implemented in Fortran for testing MINLP software, e.g., our code MISQP. Most of them are taken from the GAMS MINLPLib. Results of MISQP are  included for comparative studies.

To download a report, click here: mitpnp186.pdf

To download the Fortran codes, click here: mi_test_probs_src.zip

 

Test Problems for Dynamical Systems:   

All 1.300 test problems of
EASY-FIT ModelDesign are extracted from the database and are available separately. They have been implemented in a modeling language called PCOMP, which also became part of the distributable package in form of Fortran source codes. Moreover, 1.300 datasets are attached which contain model data, e.g., number of variables, equations, etc., and experimental data.

To download a report, click here: ds_test_problems.pdf

To download the Fortran codes, click here: ds_test_probs_src.zip

 

   

Mathematische Grundlagen von Optimierungsverfahren: 

Vorlesungsmanuskript zur nichtlinearen Programmierung mit folgendem Inhalt:

1. Einführung
1.1 Das nichtlineare Optimierungsproblem
1.2 Definitionen und Beispiele
1.3 Sattelpunkt und Dualität
1.4 Notwendige und hinreichende Optimalitätsbedingungen

2. Unrestringierte Optimierung
2.1 Problemstellung
2.2 Verfahren mit konjugierten Richtungen
2.3 Newton-Verfahren
2.4 Quasi-Newton-Verfahren

3. Schrittlängenbestimmung
3.1 Problemstellung
3.2 Schrittweiten mit garantierter Konvergenz
3.3 Numerische Verfahren

4. Restringierte Optimierung
4.1 Voraussetzungen
4.2 Das quadratische Teilproblem
4.3 Die Meritfunktion
4.4 Der SQP-Algorithmus
4.5 Konvergenzresultate

5. Numerische Vergleichstests
5.1 Testbeispiele
5.2 Einige allgemeine Vergleichsresultate
5.3 Vergleichsresultate für Strukturoptimierungsprobleme

Literatur

Download: skript.pdf (Acrobat Reader)

 

Nonlinear Programming Test Examples for Mathcad:

110 test problems of the test problem collection

W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes, Lecture Notes in Economics and Mathematical Systems, Springer, No, 187, 1981 

are provided in form of Mathcad worksheets (mcd-files). The report contains a summary of the test problems that have been transferred to Mathcad, a detailed example, and some numerical results. A particular advantage of executing these problems from Mathcad is the possibility to plot corresponding objective function surfaces and constraint contours very easily. Results of NLPQLP are  included for comparative studies.

To download the report and the test problems, click here: mc_nlp.zip (about 3.6 MB)

 

Ordinary Differential Equations for Mathcad

295 ODE test examples have been transferred to Mathcad worksheets (mcd-files). The report contains a list of all problems and a detailed example. A particular advantage of executing these problems from Mathcad is the possibility to plot corresponding solutions very easily.

To download the report and the mcd-files, click here: mc_ode.zip (about 7.3 MB).

 

Differential Algebraic Equations for Mathcad

28 DAE test examples have been transferred to Mathcad worksheets (mcd-files). The report contains a list of all problems and a detailed example. A particular advantage of executing these problems from Mathcad is the possibility to plot corresponding solutions very easily.

To download the report and the mcd-files, click here: mc_dae.zip (about 1.2 MB).

 

Partial Differential Equations for Mathcad

131 PDE test examples have been transferred to Mathcad worksheets (mcd-files). The report contains a list of all problems and a detailed example. A particular advantage of executing these problems from Mathcad is the possibility to plot corresponding solutions very easily.

To download the report and the mcd-files, click here: mc_pde.zip (about 3.5 MB).

 

Partial Differential Algebraic Equations for Mathcad

17 PDE test examples have been transferred to Mathcad worksheets (mcd-files). The report contains a list of all problems and a detailed example. A particular advantage of executing these problems from Mathcad is the possibility to plot corresponding solutions very easily.

To download the report and the mcd-files, click here: mc_pdae.zip (about 1.0 MB).

 

Data Fitting for Mathcad

96 data fitting test examples have been transferred to Mathcad worksheets (mcd-files). The report contains a list of all problems and a detailed example. A particular advantage of executing these problems from Mathcad is the possibility to plot corresponding solutions very easily.

To download the report and the mcd-files, click here: mc_fit.zip (about 3.3 MB).

 

 

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