Module DBCOAH in IMSLM

General Information

Minimize a function of N variables subject to bounds on the variables using a modified Newton method and a user-supplied Hessian.

Usage

CALL DBCOAH (FCN, GRAD, HESS, N, XGUESS, IBTYPE, XLB, XUB, XSCALE, FSCALE, IPARAM, RPARAM, X, FVALUE)

Classification

G2h1a3

General nonlinear optimization with simple bounds of a smooth function, user provides first and second derivatives

Type

subroutine in IMSLM package

Language

Fortran

Availability

Proprietary, Portable

Precision

Double Precision

Alternates

BCOAH

Single Precision

Installation on ITL; Unix Workstation Network

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/dbcoah

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/dbcoah

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.