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GAMS Module DN2F in PORT


DN2F

 
Minimize a twice-continuously differentiable nonlinear sum of squares using
residual values only. Uses variant of Newton's method where Hessian is part exact
and part approximated by a secant update. A model/trust-region approach and
adaptive Hessian are used to aid convergence from poor starting values.
 
Classes  :  K1b1a1 . Unconstrained nonlinear least squares approximation by
                   smooth functions, user provides no derivatives
 
Type     : Fortran subroutine in PORT library (NL3OPT sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL DN2F (N, P, X, CALCR, IV, LIV, LV, V, UIPARM, URPARM, UFPARM)
 
Details  : Fullsource Source
Sites    : (1) NETLIB
 

Implementation of DN2F from PORT on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Double. (Single: N2F)
 
You may access components from NETLIB outside GAMS as follows.
 
   Source       : Available by anonymous ftp from netlib in the port
                  subdirectory
   Fullsource   : Available by http from netlib in the port subdirectory


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