GAMS: Module DBCODH in IMSLM

General Information

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

Usage

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

Classification

G2h1a2

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

Type

subroutine in IMSLM package

Language

Fortran

Availability

Proprietary, Portable

Precision

Double Precision

Alternates

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/dbcodh
Example: cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/dbcodh
To Link: Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.