|OPTPACK||Author||William W. Hager
358 Little Hall
Department of Mathematics
UNIVERSITY OF FLORIDA
Gainesville FL 32611-8105
Phone: (352) 392-0281 x 244
FAX: (352) 392-6254
|Algorithm||Unconstrained optimization is performed using the conjugate gradient algorithm.
Constrained optimization is performed using a new scheme that combines multiplier methods with preconditioning and linearization techniques to accelerate convergence.
|Modeling Languages link|
|Platform||Any machine with a reasonable amount of memory and a Fortran compiler.|
|Remarks||The package has three main subroutines:
- min to minimize a function subject to nonlinear constraints
- bmin to minimize a function subject to simple bounds on variables
- lmin to minimize a function subject to linear constraints
|References||W. W. Hager, Analysis and implementation of a dual algorithm for constrained optimization, Research Report, Department of Mathematics, University of Florida, Gainesville, Florida, 1990, to appear in J. Optim. Theory Appl. 79 (1993).
W. W. Hager, Optpack Test problems, Examples showing how to use optpack with the Colville test problems