Unconstrained Optimization Packages

UNO Author Neculai Andrei
Research Institute for Informatics
8-10, Bdl. Maresal Averescu, 71316 Bucharest, Romania
E-mail: nandrei@u3.ici.ro
Language FORTRAN
Algorithm searching methods
Input Format  
Modeling Languages link  
Commercial Status free (ask the author)
Platform Any machine with a reasonable amount of memory and a Fortran compiler
Remarks UNO package implements a number of searching methods for unconstrained optimization. It is dedicated for minimizing functions with a small number of variables (< 50).
The following methods are implemented:
  • Hooke - Jeeves - the form searching
  • Rosenbrook - rotation of coordinates
  • Powell - conjugate directions
  • Nelder-Mead - simplex method
  • Parallel with Axes Searching
These methods are implemented in conjunction with different one-dimensional optimization techniques like: golden search, Fibonacci, quadratic fitting, cubic fitting, or simple lambda=1.
References Neculai Andrei, UNO - Package for Unconstrained Optimization. ICI technical Report, 1991.
Neculai Andrei, Advanced Mathematical Programming - Theory, Computational Methods, Applications, Technical Press - Bucharest, 1999 (Chapters 18 and 19), (in Romanian).