Module 813 in TOMS

General Information

SPG: Software for convex-constrained optimization. Uses a non-monotone projected gradient algorithm for solving large-scale problems. The user provides the objective function, gradient, and projections onto the feasible set. (See E. Birgin et al., ACM TOMS 27 (2001) pp. 340-349).

Usage

CALL SPG (N, X, M, EPS, EPS2, MAXIT, MAXFC, OUTPUT, F, PGINFN, PGTWON, ITER, FCNT, GCNT, FLAG)

Classification

G2h3	General nonlinear optimization with nonlinear constraints

Type

subroutine in TOMS package

Language

Fortran 77

Availability

Some uses prohibited, Portable

Precision

Double Precision

Download from NETLIB; Public access repository

Location

The University of Tennessee at Knoxville and Bell Laboratories

Contact

Jack Dongarra, ORNL (dongarra@cs.utk.edu) and Eric Grosse, Bell Labs (ehg@research.att.com)