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file links.html for related resources file praxis for minimum of the function f(x,n) of n variables, no gradient alg principal axis method ref Algorithms for finding zeros and extrema of functions without calculating derivatives by Richard Brent. # version from Stanford Linear Accelerator Center, dated 3/1/73 lang fortran gams g1a1a file praxisp for minimum of the function f(x,n) of n variables, no gradient alg principal axis method ref Algorithms for finding zeros and extrema of functions without calculating derivatives by Richard Brent. # version calling the Port library workspace package gams g1a1a lang fortran file dqed.f for Hanson/Krogh nonlinear least squares with linear constraints based , on quadratic-tensor local model. Double precision only. Certain codes , from LINPACK and BLAS not included. 7/11/89 by R. Hanson. gams k1b2a, k1b2b size 298 kB file varpro for separable nonlinear least squares by variable projection method , of Golub and Pereyra, with Levenberg-Marquardt code by Bolstad. , See "nsf" in the library "port" for Gay and Kaufman's version. gams k1b1a2, l8e1b4 file varpro-drv for separable nonlinear least squares driver file varpro-input for separable nonlinear least squares input file varpro-output for separable nonlinear least squares output file varp2 for separable nonlinear least squares with multiple right hand sides by Randy Leveque Jun 85 gams k1b1a2, l8e1b4 lang fortran file tn by Stephen G. Nash for unconstrained and simply bounded optimization alg truncated Newton algorithm ref SIAM J. Num. Anal. 21 (1984) 770-788 gams g1b1b, g2h1a2 lang fortran file ve08 by Phillipe Toint title VE08AD for minimizing a partially separable objective function ref 1. Griewank, A. and Ph.L. Toint, "Partitioned Variable Metric , Updates for Large Structured Optimization Problems", , Numerische Mathematik (39):119-137, 1982. , 2. Griewank, A. and Ph.L. Toint, "Local Convergence Analysis for , Partitioned Quasi-Newton Updates", Numerische Mathematik , (39):429-448, 1982. , 3. Griewank, A. and Ph.L. Toint, "On the Unconstrained , Optimization of Partially Separable Functions". , In Nonlinear Optimization 1981, edited by M.J.D. Powell, , Academic Press, New-York, 1982. gams g1b1a, g1b1b, g2h1a1. g2h1a2 lang fortran lib nlr for Maximum Likelihood and Quasi-Likelihood Estimation in Nonlinear Regression by David S. Bunch, David M. Gay, and Roy E. Welsch see toms/717 file simann.f by Bill Goffe title SA for optimizing a simply constrained, multi-optima objective function alg simulated annealing ref Goffe, Ferrier and Rogers, J. Econometrics, 60:1/2,65-100 (Jan/Feb 1994) , "Global Optimization of Statistical Functions with Simulated Annealing" gams g1b2 file ampl.info for A Modeling Language for Mathematical Programming by Robert Fourer, David Gay, Brian Kernighan # information on the book; code is in diskettes in book see ampl/models/ file subplex.tgz for unconstrained optimization of general multivariate functions by Tom Rowan <na.rowan@na-net.ornl.gov> alg subspace-searching simplex method gams g1b2 lang fortran size 13K file subplexm.tgz for Matlab implementation of subplex by Bruce Lowekamp lang Matlab file nnes by Rod Bain <105274.736@compuserve.com> for nonlinear equations with simple bound constraints alg nonmonotonic line search lang Fortran size 416 kB # five of the files are drivers: EX1 and EX2 are samples, NNESDR is a , generic driver, MDR is a master driver for More, Garbow & Hillstrom , test problems, and HLPCHK writes a file H.OUT documenting NNES. , On a PC the test suite will run through but if the max exponent , allowed is 38 then there will be a couple failures. gams f2 file nnes.ps by Rod Bain <105274.736@compuserve.com> for user manual for NNES size 1.1 MB lib lsnno for nonlinear optimization subject to linear network constraints by Phillipe Toint and D. Tuyttens gams g2d3a file donlp2-removed for pointer to donlp2 and explanation of removal from netlib by Peter Spellucci file hooke.c for "minimum" of the function f(x,n) of n variables, no derivatives alg Hooke and Jeeves's direct search -- discontinuous objectives OK , easy to use, but not always reliable ref CACM June 1963 p. 313. prec double by M. G. Johnson file changes file vfsr file asa file hopdm.shar by Jacek Gondzio for (sparse) linear programming by a higher order primal-dual , predictor-corrector logarithmic barrier algorithm. lang fortran ref Gondzio J. (1994). Multiple centrality corrections in a , primal-dual method for linear programming, Technical Report , No 1994.20, Department of Management Studies, University , of Geneva, 102, Bd. Carl-Vogt, 1211 Geneva, Switzerland, , November 1994. Ask gondzio@divsun.unige.ch for a copy. file lbfgs_bcm.shar for bound constrained optimization problems alg limited memory BFGS method by Ciyou Zhu in collaboration with R.H. Byrd, P. Lu-Chen and J. Nocedal contact ciyou@eecs.nwu.edu or nocedal@eecs.nwu.edu ref R. H. Byrd, P. Lu, J. Nocedal and C. Zhu ``A limited , memory algorithm for bound constrained optimization'', , SIAM J. Scientific Computing 16 (1995), no. 5. , C. Zhu, R.H. Byrd, P. Lu, J. Nocedal. ``L-BFGS-B: a limited , limited memory FORTRAN code for solving bound constrained , memory FORTRAN code for solving bound constrained optimization , problems'', Tech. Report, EECS Department, , Northwestern University, 1994. , (Postscript files of these papers are available via anonymous , ftp to eecs.nwu.edu in the directory pub/lbfgs/lbfgs_bcm.) size 217kB prec double file lbfgs_um.shar for unconstrained optimization problems alg limited memory BFGS method by J. Nocedal contact nocedal@eecs.nwu.edu ref D. C. Liu and J. Nocedal, ``On the limited memory BFGS method for , large scale optimization methods'' Mathematical Programming 45 , (1989), pp. 503-528. , (Postscript file of this paper is available via anonymous ftp , to eecs.nwu.edu in the directory pub/lbfgs/lbfgs_um.) size 44kB prec double file conmax.f for general nonlinearly constrained function minimization; also contains Muller's method real root finding, line search, free-variable LP, and least-distance QP by E. H. Kaufman, Jr., D. J. Leeming, and G. D. Taylor ref Numerical Algorithms 9 (1995), 25-37 alg ODE-based approach; package includes SLP as a backup gams g2h3b1a, g2h3b1b prec single/double size 240 kilobytes age research file bpmpd.tar.gz for sparse linear programming by an interior-point method by Csaba Meszaros ref "The Efficient Implementation of Interior Point Methods for Linear Programming and their Applications" by Csaba Meszaros, Ph.D. thesis, Eotvos Lorand University of Sciences, Hungary, 1996, ftp://ftp.sztaki.hu/pub/oplab/PAPERS/thesis.ps.gz . See also "Implementation of Interior Point Methods for Large Scale Linear Programming" by Erling D. Anderson, Jacek Gondzio, Csaba Meszaros, and Xiaojie Xu; ftp://ftp.sztaki.hu/oplab/PAPERS/kluwer.ps.Z . To appear as chapter 6 of "Interior Point Methods in Mathematical Programming", edited by T. Terlaky, Kluwer Academic Publishers. contact meszaros@lutra.sztaki.hu lang fortran prec double size 72 kilobytes (compressed) age Dec. 1996 file tsplib see http://www.crpc.rice.edu/softlib/catalog/tsplib.html file companion.tgz by "Murakami Hiroshi" <murakami@tmca.ac.jp> for real polynomial zeros alg eigenvalues of balanced companion matrix lang Fortran ref Edelman and Murakami, Math. Comp., v64,#210, pp.763-776(1995). file polsysplp.tgz by Steve Wise, Andrew Sommese, Layne Watson for polynomial systems alg homotopy lang Fortran90 # POLSYS_PLP is more sophisticated (faster, harder to use) than hompack90 gams f2