|UNCMIN||Author||Robert B. Schnabel
Department of Computer Science
University of Colorado
Boulder, CO 80309-0430
Phone: (303) 492-7554
|Algorithm||Newton or quasi-Newton approach (BFGS).|
|Modeling Languages link|
|Platform||Any machine with a reasonable amount of memory and a Fortran compiler|
|Remarks||UNCMIN is a modular package based on a Newton or quasi-Newton approach. It allows the user to select from various options for calculating or approximating derivatives and for the step selection strategy. The Hessian matrix may be calculated either analytically or by finite differences (Newton's method) or the BFGS update (quasi-Newton). The gradient vector may be supplied by the user or calculated by finite differences.
Options for step selection include line search, double dogleg trust region, and a hookstep trust region method. Any combination of these options is permitted.
|References||J. E. Dennis and R. B. Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Prentice Hall, 1983.
R. B. Schnabel, J. E. Koontz, and B. E. Weiss, A modular system of algorithms for unconstrained minimization, ACM Trans. Math. Software 11 (1985), pp. 419--440.