Module DN2FB in PORT

• PORT Information

• Components
  • Fullsource from NETLIB
  • Source from NETLIB

DN2FB

 
Minimize a twice-continuously differentiable nonlinear sum of squares using
residual values only, subject to simple upper and lower bounds on the variables.
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  :  K1b2a . Linearly constrained nonlinear least squares
                  approximation
 
Type     : Fortran subroutine in PORT library (NL3OPT sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL DN2FB (N, P, X, B, CALCR, IV, LIV, LV, V, UI, UR, UF)
 
Details  : Fullsource Source
Sites    : (1) NETLIB
 

Implementation of DN2FB from PORT on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Double. (Single: N2FB)
 
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