Disclaimer: All software should be regarded as in development and is made available on an asis basis, without any warranty of any kind.
paper.pdf  A simple threeterm conjugate gradient algorithm for unconstrained optimization. Journal of Computational and Applied Mathematics, vol. 241 (2013), pp. 1929. 
testuo.pdf  Unconstrained Optimization Test Functions. Algebraic expression. 
funcname.txt  Name of test functions. 
threecg.for  THREECG package  threeterm conjugate gradient algorithm with guaranteed descent and conjugacy conditions. Main program and subroutines. 
threea1.for  THREECG for ElasticPlastic Torsion problem from MINPACK2 collection. 
threea2.for  THREECG for Pressure Distribution in a Journal Bearing problem from MINPACK2 collection. 
threea3.for  THREECG for Optimal Design with Composite Materials problem from MINPACK2 collection. 
threea5.for  THREECG for SteadyState Combustion problem from MINPACK2 collection. 
threea7.for  THREECG for Minimal Surfaces with Enneper Conditions problem from MINPACK2 collection. 
paper.pdf  Another Conjugate Gradient Algorithm with Guaranteed Descent and Conjugacy Conditions for Largescale Unconstrained Optimization
Journal of Optimization Theory and Applications. February 2013. DOI 10.1007/s1095701302859 
testuo.pdf  Unconstrained Optimization Test Functions. Algebraic expression. 
funcname.txt  Name of test functions. 
descon.for  DESCON package  conjugate gradient algorithm with guaranteed DEScent and CONjugacy conditions.

descon.out  Performances of DESCON for solving a train of 80 unconstrained optimization test functions. 
descon1.for  DESCON for ElasticPlastic Torsion problem from MINPACK2 collection. 
descon2.for  DESCON for Pressure Distribution in a Journal Bearing problem from MINPACK2 collection. 
descon3.for  DESCON for Optimal Design with Composite Materials problem from MINPACK2 collection. 
descon5.for  DESCON for SteadyState Combustion problem from MINPACK2 collection. 
descon7.for  DESCON for Minimal Surfaces with Enneper Conditions problem from MINPACK2 collection. 
paper.pdf  A numerical study on efficiency and robustness of some conjugate gradient algorithms for largescale unconstrained optimization.
DESCON versus: AHYBRIDM, ASCALCG, CGDESCENT, CONMIN, HS, PRP and THREECG conjugate gradient algorithms. June 6, 2013 
testuo.pdf  Unconstrained Optimization Test Functions. Algebraic expression. 
funcname.txt  Name of test functions. 
ascalcg.for  ASCALCG package  Accelerated Scaled Conjugate Gradient Algorithm. Main program and subroutines. 
scwrev2.pdf  Scaled Conjugate Gradient Algorithm for Unconstrained Optimization (full paper). 
testuo.pdf  Unconstrained Optimization Test Functions. Algebraic expression. 
funcname.txt  Name of test functions. 
ahybridm.for  AHYBRIDM package  Accelerated Hybrid Conjugate Gradient algorithm with Modified Secant Condition. Main program and subroutines. 
n14a09.pdf  Accelerated hybrid conjugate gradient algorithm with modified secant condition for unconstrained optimization
(full paper).
Numerical Algorithms, May 2010, Volume 54, Issue 1, pp 2346. 
testuo.pdf  Unconstrained Optimization Test Functions. Algebraic expression. 
funcname.txt  Name of test functions. 
conmin.for  CONMIN package  Shanno conjugate gradient with Beale restart memoryless variable metric algorithm for Unconstrained Optimization. Main program and subroutines. 
testuo.pdf  Unconstrained Optimization Test Functions. (old version) 
func.for  Fortran expression of test functions. (old version) 
asa.for  Fortran code with Anticipative and a variant of BarzilaiBorwein algorithms. 
paper.pdf  A new gradient descent method with an anticipative scalar approximation of Hessian for unconstrained
optimization (full paper). 
asa.pdf  Numerical experiments with a gradient descent method using an anticipative scalar approximation of
Hessian for unconstrained optimization. 
bb.pdf  Numerical experiments with a variant of BarzilaiBorwein method for unconstrained optimization. 
asabb.pdf  Performance profiles: Anticipative algorithm versus BarzilaiBorwein algorithm, 310 problems. 
testuo.pdf  Unconstrained Optimization Test Functions. (old version) 
func.for  Fortran expression of test functions. (old version) 
relax.pdf  Relaxed Gradient Descent Method with Backtracking for Unconstrained Optimization (full paper). 
relaxed.pdf  Numerical experiments with Relaxed Gradient Descent Algorithm. 430 problems. 
grad.pdf  Numerical experiments with Gradient Descent Algorithm. 360 problems. 
uno.for  UNO package for Unconstrained Optimization using direct search. (Fortran 77) 
unoint.for  Interactive version of UNO package for Unconstrained Optimization using direct search. (Fortran 77) 
nelmed.for  NelderMead method for Unconstrained Optimization using direct search. 
hookj.for  HookJeeves method for Unconstrained Optimization using direct search. 
rose.for  Rosenbrock method for Unconstrained Optimization using direct search. 
powel.for  Powell method for Unconstrained Optimization using direct search. 
l1.for  Golden section with interval searching. 
l2.for  Fibonacci searching technique. 
l3.for  Quadratic interpolation of Powell technique. 
l4.for  Dichotomous search technique. 
spenbar.for  SPENBAR package for Constrained Optimization using a Sparse Modified PenaltyBarrier method. (Fortran 77) 
opis.doc  SPENPROB COLLECTION  Constrained Optimization Problems solved with SPENBAR Package 
alkil.for  Problem 114, Page 123. Alkylation Problem. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
ampn8.for  Problem N8, pp.800. Neculai Andrei, Advanced Mathematical Programming. Theory, Computational Methods, Applications.Technical Press, Bucharest, 1999. (Fortran 77) 
bb1.for  Problem 1, "Mexican Hat". Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb2.for  Problem 2. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb3.for  Problem 3. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb4.for  Problem 4. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb5.for  Problem 5. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb6.for  Problem 6. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb7.for  Problem 7. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb8.for  Problem 8. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb9.for  Problem 9. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb10.for  Problem 10. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb11.for  Problem 11."Witch of Agnesi". Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb12.for  Problem 12. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb13.for  Problem 13."FourLeaved Rose". Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb14.for  Problem 14. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bb16.for  Problem 16. Brown  BartholomewBiggs, ODE vs SQP methods for constrained optimisation, Technical Report No.179, June 1987. The Hatfield Polytechnic, UK. (Fortran 77) 
bbz65.for  A. BenIsrael, A. BenTal, S. Zlobec, Optimality in nonlinear programming: A feasible directions approach. John Wiley & Sons, New York, 1981. Example from pp.68 (paragraph 6.5) (Fortran 77) 
bbz72.for  A. BenIsrael, A. BenTal, S. Zlobec, Optimality in nonlinear programming: A feasible directions approach. John Wiley & Sons, New York, 1981. Example from pp.75 (paragraph 7.2) (Fortran 77) 
cam.for  Shape optimization of a cam. M. Anitescu, R. Serban, A sparse superlinearly convergent SQP with applications to twodimensional shape optimization. Preprint ANL/MCSP7060198, Argonne National Laboratory, Argonne, Illinoiss, 1998.

ceq3.for  Hiebert's 3rd Chemical Equilibrium Problem. Mordechai Shacham, Numerical solution of constrained nonlinear algebraic equations. International Journal for Numerical Methods in Engineering, Vol.23, 1986, pp.14551481. Problem 1, pp.1463. (Fortran 77) 
des.for  Distribution of electrons on a sphere. R. Vanderbei, Nonlinear optimization models. http://www.sor.princeton.edu/~rvdb/ampl/nlmodels

fp33.for  C.A., Floudas, P.M., Pardalos, A collection of test problems for constrained global optimization algorithms. SpringerVerlag, Berlin, 1990. Lecture Notes in Computer Science, vol.455. (Problem 3.3.1, pp.2324. Minimization of a concave quadratic function subject to linear and quadratic constraints) (Fortran 77) 
fp52.for  C.A., Floudas, P.M., Pardalos, A collection of test problems for constrained global optimization algorithms. SpringerVerlag, Berlin, 1990. Lecture Notes in Computer Science, vol.455. (Problem 5.2.1, pp.3739. Test problem 1: Propane, Isobutane, nButane Nonsharp Separation.) (Fortran 77) 
fp53.for  C.A., Floudas, P.M., Pardalos, A collection of test problems for constrained global optimization algorithms. SpringerVerlag, Berlin, 1990. Lecture Notes in Computer Science, vol.455. (Problem 5.3.1, pp.4146. Test problem 2: Propane, Isobutane, nButane, Isopentane Separation.) (Fortran 77) 
fp54.for  C.A., Floudas, P.M., Pardalos, A collection of test problems for constrained global optimization algorithms. SpringerVerlag, Berlin, 1990. Lecture Notes in Computer Science, vol.455. (Problem 5.4.1, pp.4749. Test problem 3: Blending/Pooling/Separation.) (Fortran 77) 
fp62a.for  C.A., Floudas, P.M., Pardalos, A collection of test problems for constrained global optimization algorithms. SpringerVerlag, Berlin, 1990. Lecture Notes in Computer Science, vol.455. (Problem 6.2.1, pp.59. Test problem 1: Haverly's Pooling Problem  Case I.) (Fortran 77) 
fp62c.for  C.A., Floudas, P.M., Pardalos, A collection of test problems for constrained global optimization algorithms. SpringerVerlag, Berlin, 1990. Lecture Notes in Computer Science, vol.455. (Problem 6.4.1, pp.61. Test problem 3: Haverly's Pooling Problem  Case III.) (Fortran 77) 
fp62d.for  C.A., Floudas, P.M., Pardalos, A collection of test problems for constrained global optimization algorithms. SpringerVerlag, Berlin, 1990. Lecture Notes in Computer Science, vol.455. (Problem 6.4.1, pp.61. Test problem 3: Haverly's Pooling Problem  Case IV. A new variant with another objective function.) (Fortran 77) 
fv1.for  C.A., Floudas, V. Visweswaran, Quadratic Optimization, In Handbook of Global Optimization. R. Horst and P.M. Pardalos (Eds.) Kluwer Academic Publishers, 1994, pp. 217270. (IC circuit layout and compaction, pages 4041) (Fortran 77) 
fv2.for  C.A., Floudas, V. Visweswaran, Quadratic Optimization, In Handbook of Global Optimization. R. Horst and P.M. Pardalos (Eds.) Kluwer Academic Publishers, 1994, pp. 217270. (Robust stability of linear systems, pages 4143) (Fortran 77) 
hang.for  Hanging Chain. A.S. Bondarenko, D.M., Bortz and J.J., More, COPS: Large scale nonlinearly constrained optimization problems, Preprint ANL/MCSTM237, Argonne National Laboratory, September 1998, (October 1999 revision) pp.1011.(Robust stability of linear systems, pages 4143) (Problem suggested by H. Mittelmann.) (Fortran 77) 
hhd.for  The Human Heart Dipole. B.M., Averick, R.G., Carter, J.J., Moré, The MINPACK2 test problem collection. Technical Memorandum No.150, Argonne National Laboratory, Argonne, Illinois, May 1991, pp.7. (Fortran 77) 
hs80.for  Problem 80, Page 100. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs81.for  Problem 81, Page 101. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs83.for  Problem 83, Page 102. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs95.for  Problem 95, Page 109. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes.SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs96.for  Problem 96, Page 109. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs97.for  Problem 97, Page 109. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs98.for  Problem 98, Page 109. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes.SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs100.for  Problem 100, Page 111. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes.SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs106.for  Problem 106, Page 115. Heat exchanger design. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs108.for  Problem 108, Page 117. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs112.for  Problem 112, Page 121. Chemical Equlibrium problem. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
hs113.for  Problem 113, Page 122. Chemical Equlibrium problem. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
lowe.for  Design of an electrical circuit. M. Lowe, Nonlinear Programming: Augmented Lagrangian Techniques for Constrained Minimization. Ph. D. Thesis, Montana Univ. (Fortran 77) 
msp3.for  Problem 116, Page 124. 3stage membrane separation. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes. SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187. (Fortran 77) 
msp5.for  5stage membrane separation. Ron S. Dembo, A set of geometric programming test problems and their solutions. Mathematical Programming, vol. 10, 1976, pp.208211. (Fortran 77) 
pib.for  Problem P1. L. Pibouleau, P., Floquet, S., Domenech, Optimisation de procedes chimiques par une methode de
gradient reduit. Partie II. Exemples d'illustration.
Comparaison avec d'autres methodes. RAIRO Recherche Operationnelle, vol.19, no.4, 1985, pp.325 (Fortran 77) 
polygon.for  Largest small polygon. A.S. Bondarenko, D.M., Bortz and J.J., More, COPS: Large scale nonlinearly constrained optimization problems, Preprint ANL/MCSTM237, Argonne National Laboratory, September 1998, (October, 1999 revision) pp.34. (Fortran 77) 
pool.for  Andrei's Pooling Problem. A pooling problem. This problem has been created during my visit to Bonner & Moore Associated GmbH, Wiesbaden, Germany, as a result of a technical discussion with Dr. Ronald Coxhead. (December, 1996) (Fortran 77) 
prob10.for  Hansen Problem. Chemical Mixing Problem. (Fortran 77) 
prop.for  Combustion of Propane. B.M., Averick, R.G., Carter, J.J., Moré, The MINPACK2 test problem collection. Technical Memorandum No.150, Argonne National Laboratory, Argonne, Illinois, May 1991, pp.8. (Fortran 77) 
propls.for  Combustion of Propane. A least squares approach. B.M., Averick, R.G., Carter, J.J., Moré, The MINPACK2 test problem collection. Technical Memorandum No.150, Argonne National Laboratory, Argonne, Illinois, May 1991, pp.8. (Fortran 77) 
propr.for  Combustion of Propane. Reduced Formulation. B.M., Averick, R.G., Carter, J.J., Moré, The MINPACK2 test problem collection. Technical Memorandum No.150, Argonne National Laboratory, Argonne, Illinois, May 1991, pp.9. (Fortran 77) 
proprls.for  Combustion of Propane. Reduced Formulation. A least squares approach. B.M., Averick, R.G., Carter, J.J., Moré, The MINPACK2 test problem collection. Technical Memorandum No.150, Argonne National Laboratory, Argonne, Illinois, May 1991, pp.9. (Fortran 77) 
s230.for  Problem 230, Page 54. K. Schittkowski, More test examples for nonlinear programming codes. Springer Verlag, 1987. Lecture Notes in Economics and Mathematical Systems, vol. 282. (Fortran 77) 
s329.for  Problem 329, Page 150. K. Schittkowski, More test examples for nonlinear programming codes. Springer Verlag, 1987. Lecture Notes in Economics and Mathematical Systems, vol. 282. (Fortran 77) 
s338.for  Problem 338, Page 159. K. Schittkowski, More test examples for nonlinear programming codes. Springer Verlag, 1987. Lecture Notes in Economics and Mathematical Systems, vol. 282. (Fortran 77) 
s346.for  Problem 346, Page 167. Design of a disc flywheel. K. Schittkowski, More test examples for nonlinear programming codes. Springer Verlag, 1987. Lecture Notes in Economics and Mathematical Systems, vol. 282. (Fortran 77) 
s376.for  Problem 376, Page 195. Optimization of a multispindle automatic lathe. K. Schittkowski, More test examples for nonlinear programming codes. Springer Verlag, 1987. Lecture Notes in Economics and Mathematical Systems, vol. 282. (Fortran 77) 
sps.for  Problem 107, Page 116. Static Power Scheduling . W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes.SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187 (Fortran 77) 
trafo.for  Problem 93, Page 108. Design of an electric transformer. W. Hock and K. Schittkowski, Test Examples for Nonlinear Programming Codes.SpringerVerlag, 1981. Lecture Notes in Economics and Mathematical Systems, vol. 187 (Fortran 77) 
rfpp.for  Fortran subroutines for PFI with a preassigned pivot procedure computation:
determine a permutation of rows and columns of the matrix to "bumpandspike" structure, compute the "etavectors" of the matrix permuted to "bumpandspike" form, froward transformation of RHS term, backward transformation of RHS term, insitu permuation of a vector, compress the arrays with the matrix. 
sys.dat  Input file with some examples. 
lutot.for  Solving linear algebraic systems by LU factorization of sparse matrices. (Fortran 77) 
lu.doc  Technical Report No. 2/1995.
Package for Solving LargeScale Linear Algebraic Systems with LU Factorization and Markowitz Procedure for Pivots Selection. 
lutot5.for  A tridiagonal system (n=100) 
lutot6.for  Another tridiagonal system (n=100) 
lutot7.for  Wilkinson example. Data for this system are in sys.txt 
lutot9.for  Linear algebraic system with Hilbert matrix 
lutot10.for  Random generated matrix (n=100 and n=1000) 
lutot11.for  Penthadiagonal system 
lutot12.for  Random generated matrix (n=1000) 
lutot13.for  HB/lund_b system (n=147, nz=1294). Data for this system are in mm1.txt 
lutot14.for  HB/1138_bus system (n=1138, nz=2596). Data for this system are in hb1138bus.txt 
lutot15.for  GH1484 system. University of Florida Sparse Matrix Collection (n=1484, nz=6110) . Data for this system are in gh1484.txt 
btall.for  Block Triangularization of a largescale sparse matrix. (Fortran 77) 
fibo.for  Fibonacci method for onedimensional function minimization. (Fortran 77) 
fibo.pdf  Technical Report on Fibonacci method for onedimensional function minimization. 
maxfun.for  Powell direct search method. (Fortran 77) 
maxfun.pdf  Technical Report on Powell direct search method. 