Module CG in NAPACK
Minimizes a multivariate function using the Fletcher-Reeves form of the
conjugate gradient method, with or without preconditioning. The user must
provide a starting guess, routines for function and gradient evaluation, and,
optionally, a preconditioning routine.
Classes : G1b1b . Unconstrained optimization of a smooth multivariate
function, user provides first derivatives
Type : Fortran subroutine in NAPACK package.
Access : Some uses prohibited. Portable.
Precision: Double.
Usage : CALL CG (X, E, IT, STEP, T, LIMIT, N, M, VALUE, GRAD, BOTH, PRE, H)
Details : Fullsource Source
Sites : (1) NETLIB
NETLIB: Public access repository, The University of Tennessee at
Knoxville and Bell Laboratories
Precision: Double.
You may access components from NETLIB outside GAMS as follows.
Source : echo 'send only cg from napack' | mail netlib@ornl.gov
Fullsource : echo 'send cg from napack' | mail netlib@ornl.gov
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