General Information
Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (comprehensive)
- Usage
CALL E04LBF(N,FUNCT,HESS,MONIT,IPRINT,MAXCAL,ETA,XTOL,STEPMX,IBOUND,BL,BU,X,HESL,LH,HESD,ISTATE,F,G,IUSER,LIW,RUSER,LW,IFAIL)- Classification
| G2h1a3 | General nonlinear optimization with simple bounds of a smooth function, user provides first and second derivatives |
- Type
- subroutine in NAG package (E04 sublibrary)
- Language
- Fortran
- Availability
- Proprietary, Portable
Module E04LBF in NAG