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GAMS Module UNCMND in NMS


UNCMND

 
Finds minimum of N-variable function given initial values X0(N). Returns
solution in X(N) and minimum function value in F. Needs EXTERNAL statement for
user selected SUBROUTINE FCN(N,X,F) returning value of F at X(N).
 
Classes  :  G1b1a . Unconstrained optimization of a smooth multivariate
                  function, user provides no derivatives
 
Type     : Fortran software in NMS collection.
Access   : Public domain. Portable.
Precision: Double.
 
Usage    : CALL UNCMND(N,X0,FCN,X,F,INFO,W,LW)
 
Details  : Documentation Fullsource Sample Source
Sites    : (1) ITL
 

Implementation of UNCMND from NMS on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double. (Single: UNCMIN)


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