Module DRMNGB in PORT

• PORT Information

• Components
  • Fullsource from NETLIB
  • Source from NETLIB

DRMNGB

 
Reverse communication version of PORT's MNGB. Finds a local minimum of a
continuously differentiable function subject to simple upper and lower bound
constraints. User supplies gradient of objective function. Secant Hessian
approximations are used. Uses a variant of Newton's method with a quasi-Newton
(BFGS) Hessian updating method, and a model/trust-region technique to aid
convergence from poor starting values.
 
Classes  :  G2h1a2 . General nonlinear optimization with simple bounds of a
                   smooth function, user provides first derivatives
 
Type     : Fortran subroutine in PORT library (NL3OPT sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL DRMNGB (B, D, FX, G, IV, LIV, LV, N, V, X)
 
Details  : Fullsource Source
Sites    : (1) NETLIB
 

Implementation of DRMNGB from PORT on NETLIB

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