Module N2PB in PORT

• PORT Information

• Components
  • Fullsource from NETLIB
  • Source from NETLIB

N2PB

 
Minimize a twice-continuously differentiable nonlinear sum of squares using
residual values only, subject to simple upper and lower bounds on the variables.
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  :  K1b2a . Linearly constrained nonlinear least squares
                  approximation
 
Type     : Fortran subroutine in PORT library (NL2OPT sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Single.
 
Usage    : CALL N2PB (N, ND, P, X, B, CALCR, CALCJ, IV, LIV, LV, V, UI, UR, UF)
 
Details  : Fullsource Source
Sites    : (1) NETLIB
 

Implementation of N2PB from PORT on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Single. (Double: DN2PB)
 
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