Module E04LYF in NAG

General Information

Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (easy-to-use)

Usage

CALL E04LYF(N,IBOUND,FUNCT2,HESS2,BL,BU,X,F,G,IW,LIW,W,LW,IUSER,RUSER,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