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GAMS Module N2GB in PORT


N2GB

 
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
 

Implementation of N2GB from PORT on 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


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