Module DRN2GB in PORT

• PORT Information

• Components
  • Fullsource from NETLIB
  • Source from NETLIB

DRN2GB

 
Reverse communication version of PORT's N2GB. Minimize a twice continuously
differentiable nonlinear sum of squares using user-supplied residual values
and derivatives, subject to simple upper and lower bounds. 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 aid convergence
from poor starting values.
 
Classes  :  K1b2a . Linearly constrained nonlinear least squares
                  approximation
 
Type     : Fortran subroutine in PORT library (NL4OPT sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL DRN2GB (B, D, DR, IV, LIV, LV, N, ND, N1, N2, P, R, RD, V, X)
 
Details  : Fullsource Source
Sites    : (1) NETLIB
 

Implementation of DRN2GB from PORT on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Double. (Single: RN2GB)
 
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