Module DBCONG in IMSLMMinimize a function of N variables subject to bounds on the variables using a quasi-Newton method and a user-supplied gradient.
CALL DBCONG (FCN, GRAD, N, XGUESS, IBTYPE, XLB, XUB, XSCALE, FSCALE, IPARAM, RPARAM, X, FVALUE)| G2h1a2 | General nonlinear optimization with simple bounds of a smooth function, user provides first derivatives |