Module E04KDF in NAG

General Information

Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (comprehensive)

Usage

CALL E04KDF(N,FUNCT,MONIT,IPRINT,MAXCAL,ETA,XTOL,DELTA,STEPMX,IBOUND,BL,BU,X,HESL,LH,HESD,ISTATE,F,G,IUSER,LIW,RUSER,LW,IFAIL)

Classification

G2h1a2

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

Type

subroutine in NAG package (E04 sublibrary)

Language

Fortran

Availability

Proprietary, Portable