Module DN2P in PORT
Minimize a twice-continuously differentiable nonlinear sum of squares using
residual values only. User supplies residual in chunks to reduce storage. 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 DN2P (N, ND, P, X, CALCR, CALCJ, IV, LIV, LV, V, UI, UR, UF)
Details : Fullsource Source
Sites : (1) NETLIB
NETLIB: Public access repository, The University of Tennessee at
Knoxville and Bell Laboratories
Precision: Double. (Single: N2P)
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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This page was generated on Tue Oct 14, 2008 at 01:59:04 UTC