| OPTIMA Library | Author | Dr. M. C. Bartholomew-Biggs
Numerical Optimisation Center Hatfield, Hertfordshire AL10 9AB United Kingdom |
| Language | FORTRAN 77 | |
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| Modeling Languages link | ||
| Commercial Status | ||
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| Remarks | The contents of the library is as follows:
OPVM --- Unconstrained optimization, unstructured objective function; suitable for small problems. OPVMB --- Optimization subject to simple bounds. OPLS --- Unconstrained nonlinear least squares. OPNL --- Nonlinear equations, by minimizing sum of squares of the residuals. OPCG --- Nonlinear conjugate gradient method. OPODEU --- Unconstrained optimization problems by tracing the solution curve of a system of ODEs (homotopy method). OPTNHP --- Unconstrained optimization using the truncated Newton method; no Hessian storage or calculation required. OPRQP --- Sequential quadratic programming, but superseded by the OPXRQP routine. OPXRQP --- A more efficient implementation of sequential quadratic programming; uses the EQP variant. OPSQP --- Another implementation of sequential quadratic programming, but uses the IQP variant, which gives rise to inequality-constrained subproblems. OPALQP --- Similar to OPSQP, but uses an augmented Lagrangian line search function. OPSMT --- Nonlinear programming, using a SUMT technique. OPIPF --- Sequential minimization of a sequence of augmented Lagrangians. OPODEC --- Homotopy method: traces the solution curve of a system of ODEs. OPSEN --- Tests the sensitivity of the objective function around the optimal point of an unconstrained problem. OPSEC --- Like OPSEN, but for the solution of a constrained problem. | |
| References | OPTIMA Manual, Numerical Optimisation Center, University of Hertfordshire, UK, July 1989. |
