Unconstrained Optimization Packages

MINPACK Authors Jorge Moré, Argonne National Laboratory
Burt Garbow, Argonne National Laboratory
Ken Hillstrom, Argonne National Laboratory
Language FORTRAN
Algorithm trust region concept
Input Format  
Modeling Languages link  
Commercial Status free
Platform Any machine with a reasonable amount of memory and a Fortran compiler.
Remarks Minpack includes software for solving nonlinear equations and nonlinear least squares problems. Five algorithmic paths each include a core subroutine and an easy-to-use driver. The algorithms proceed either from an analytic specification of the Jacobian matrix or directly from the problem functions. The paths include facilities for systems of equations with a banded Jacobian matrix, for least squares problems with a large amount of data, and for checking the consistency of the Jacobian matrix with the functions.
The directory of MINPACK contains the double-precision versions.
References
  • J. J. Moré, B. S. Garbow, and K. E. Hillstrom, User Guide for MINPACK-1, Argonne National Laboratory Report ANL-80-74, Argonne, Ill., 1980.
  • J. J. Moré, D. C. Sorensen, K. E. Hillstrom, and B. S. Garbow, The MINPACK Project, in Sources and Development of Mathematical Software, W. J. Cowell, ed., Prentice-Hall, 1984.
  • Ali Bouaricha and Jorge J. Moré Environments for Large-Scale Optimization