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GAMS Module 811 in TOMS


811

 
NDA: Algorithms for nondifferentiable optimization with simple bounds and
general linear constraints. Four Fortran subroutines are provided: PMIN,
intended for minimax optimization, PBUN and PNEW, intended for general
nonsmooth problems, and PVAR, based on special nonsmooth variable metric
methods. (See L. Luksan and J. Vlcek, ACM TOMS 27 (2001) pp. 193-213).
 
Classes  :  G2h2b . General nonlinear optimization with linear equality or
                  inequality constraints of a general function (no
                  smoothness assumed)
            K2 .    Minimax (L-infinity) approximation
 
Type     : Fortran 77 software in TOMS collection.
Access   : Some uses prohibited. Portable.
Precision: Double.
 
Details  : Fullsource
Sites    : (1) NETLIB
 

Implementation of 811 from TOMS on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Double.
 
You may access components from NETLIB outside GAMS as follows.
 
   Fullsource   : echo "send 811 from toms" | mail netlib@ornl.gov


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