Algorithm 734: A Fortran 90 code for unconstrained nonlinear minimization

DOI10.1145/192115.192146MaRDI QIDQ4371710zbMATH OpenOpenAlexWikidataFDO

Authors Albert G. Buckley

Publication date 25 January 1998

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1994-20/

zbMATH Keywords

quasi-Newton methodunconstrained nonlinear minimizationFortran 90 code

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Recommendations

• Certification of algorithm 734
• Algorithm 778: L-BFGS-B
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• Algorithm 896: LSA: algorithms for large-scale optimization

Cited in

(8)

• A modular system of algorithms for unconstrained minimization
• An H-form variant of the partitioned QN method
• Algorithm 778: L-BFGS-B
• Algorithm 734
• Algorithm 774
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• MinFinder v2.0: an improved version of minfinder
• On the final steps of Newton and higher order methods

Describes a project that uses

Uses Software

• BBVSCG

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