Module 811 in TOMS Module 811 in TOMSNDA: Algorithms for nondifferentiable optimization with simple bounds and general linear constraints. Four Fortran subroutines are provided: PMIN, intended for minimax optimization, PBUN and PNEW, intended for general nonsmooth problems, and PVAR, based on special nonsmooth variable metric methods. (See L. Luksan and J. Vlcek, ACM TOMS 27 (2001) pp. 193-213).
| G2h2b | General nonlinear optimization with linear equality or inequality constraints of a general function (no smoothness assumed) |
| K2 | Minimax (L-infinity) approximation |