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GAMS Module DN2P in PORT


DN2P

 
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
 

Implementation of DN2P from PORT on 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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