A repository of constrained optimization test problems?

Question

I am looking for a repository of constrained optimization problems with solutions. I want to find "benchmark" type problems to test my algorithm on and just trying to search for known problems doesn't seem to yield much. Can anyone point me in the direction of some?

Also, if it helps, I am particularly interested in finding functions with a single objective function to minimize, subject to multiple inequality constraints.

Answer 1

If you are interested in linear optimization problems, there is NETLIB LP test problem set :

http://www.cuter.rl.ac.uk/Problems/netlib.shtml

Also an interesting website collecting several benchmark and test problems :

http://www.mat.univie.ac.at/~neum/glopt/test.html

Answer 2

I don't think you'll find a single source for this. And most test sets I know of are not in text format. They usually tend to be in some sort of model format such as GAMS/AMPL models or input formats for various solvers.

The following links should hopefully give you a good starting point.

Optimization Decision Tree | Global optimization test set | GAMS problem library | Nonlinear optimization models | NEOS guide