Module N2GB in PORT
Minimize a twice-continuously differentiable nonlinear sum of squares using
user-supplied residual values and their derivatives, 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 (NL2OPT sublibrary).
Access : Proprietary. Many implementations available.
Precision: Single.
Usage : CALL N2GB (N, P, X, B, CALCR, CALCJ, IV, LIV, LV, V, UIPARM, URPARM,
UFPARM)
Details : Fullsource Source
Sites : (1) NETLIB
NETLIB: Public access repository, The University of Tennessee at
Knoxville and Bell Laboratories
Precision: Single. (Double: DN2GB)
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
GAMS is a service of the Mathematical and Computational Sciences Division of the Information Technology Laboratory of the National Institute of Standards and Technology
This page was generated on Thu Aug 21, 2008 at 23:14:07 UTC