netlib/opt/index

file: opt/links.html
for: related resources
file: opt/praxis
for: minimum of the function f(x,n) of n variables, no gradient
alg: principal axis method
ref: Algorithms for finding zeros and extrema of functions without calculating derivatives
by: Richard Brent.
```
version from Stanford Linear Accelerator Center, dated 3/1/73
```
lang: fortran
gams: g1a1a
file: opt/praxisp
for: minimum of the function f(x,n) of n variables, no gradient
alg: principal axis method
ref: Algorithms for finding zeros and extrema of functions without calculating derivatives
by: Richard Brent.
```
version calling the Port library workspace package
```
gams: g1a1a
lang: fortran
file: opt/dqed.f
for: Hanson/Krogh nonlinear least squares with linear constraints based , on quadratic-tensor local model. Double precision only. Certain codes , from LINPACK and BLAS not included. 7/11/89
by: R. Hanson.
gams: k1b2a, k1b2b
size: 298 kB
file: opt/varpro
for: separable nonlinear least squares by variable projection method , of Golub and Pereyra, with Levenberg-Marquardt code by Bolstad. , See "nsf" in the library "port" for Gay and Kaufman's version.
gams: k1b1a2, l8e1b4
file: opt/varpro-drv
for: separable nonlinear least squares driver
file: opt/varpro-input
for: separable nonlinear least squares input
file: opt/varpro-output
for: separable nonlinear least squares output
file: opt/varp2
for: separable nonlinear least squares with multiple right hand sides
by: Randy Leveque Jun 85
gams: k1b1a2, l8e1b4
lang: fortran
file: opt/tn
by: Stephen G. Nash
for: unconstrained and simply bounded optimization
alg: truncated Newton algorithm
ref: SIAM J. Num. Anal. 21 (1984) 770-788
gams: g1b1b, g2h1a2
lang: fortran
file: opt/ve08
by: Phillipe Toint
title: VE08AD
for: minimizing a partially separable objective function
ref: 1. Griewank, A. and Ph.L. Toint, "Partitioned Variable Metric , Updates for Large Structured Optimization Problems", , Numerische Mathematik (39):119-137, 1982. , 2. Griewank, A. and Ph.L. Toint, "Local Convergence Analysis for , Partitioned Quasi-Newton Updates", Numerische Mathematik , (39):429-448, 1982. , 3. Griewank, A. and Ph.L. Toint, "On the Unconstrained , Optimization of Partially Separable Functions". , In Nonlinear Optimization 1981, edited by M.J.D. Powell, , Academic Press, New-York, 1982.
gams: g1b1a, g1b1b, g2h1a1. g2h1a2
lang: fortran
lib: opt/nlr (index) (tar)
for: Maximum Likelihood and Quasi-Likelihood Estimation in Nonlinear Regression
by: David S. Bunch, David M. Gay, and Roy E. Welsch
see: toms/717
file: opt/simann.f
by: Bill Goffe
title: SA
for: optimizing a simply constrained, multi-optima objective function
alg: simulated annealing
ref: Goffe, Ferrier and Rogers, J. Econometrics, 60:1/2,65-100 (Jan/Feb 1994) , "Global Optimization of Statistical Functions with Simulated Annealing"
gams: g1b2
file: opt/ampl.info
for: A Modeling Language for Mathematical Programming
by: Robert Fourer, David Gay, Brian Kernighan
```
information on the book;  code is in diskettes in book
```
see: ampl/models/
file: opt/subplex.tgz
by: Tom Rowan
for: unconstrained optimization of general multivariate functions
alg: subspace-searching simplex method
gams: g1b2
lang: fortran
file: opt/subplexm.tgz
for: Matlab implementation of subplex
by: Bruce Lowekamp
lang: Matlab

by: Rod Bain <105274.736@compuserve.com>

for: nonlinear equations with simple bound constraints

alg: nonmonotonic line search

lang: Fortran

size: 416 kB

five of the files are drivers:  EX1 and EX2 are samples, NNESDR is a
	,	generic driver, MDR is a master driver for More, Garbow & Hillstrom
	,	test problems, and HLPCHK writes a file H.OUT documenting NNES.
	,	On a PC the test suite will run through but if the max exponent
	,	allowed is 38 then there will be a couple failures.

gams: f2

file: opt/nnes.ps
by: Rod Bain <105274.736@compuserve.com>
for: user manual for NNES
size: 1.1 MB
lib: opt/lsnno (index) (tar)
for: nonlinear optimization subject to linear network constraints
by: Phillipe Toint and D. Tuyttens
gams: g2d3a
lib: opt/donlp2 (index) (tar)
for: general differentiable nonlinear programming using dense linear algebra
by: Peter Spellucci
ref: see donlp2doc.txt, secqp.ps, and newregqp.ps (all in opt/donlp2)
prec: double
lang: Fortran 77 with milstd1753 extensions (include; do/enddo)
alg: sequential equality constrained quadratic programming with , regularized full QP in case of rank defiency of active constraints
gams: g2h3b1b
file: opt/hooke.c
for: "minimum" of the function f(x,n) of n variables, no derivatives
alg: Hooke and Jeeves's direct search -- discontinuous objectives OK , easy to use, but not always reliable
ref: CACM June 1963 p. 313.
prec: double
by: M. G. Johnson
file: opt/changes
file: opt/vfsr
file: opt/asa
file: opt/hopdm.shar
by: Jacek Gondzio
for: (sparse) linear programming by a higher order primal-dual , predictor-corrector logarithmic barrier algorithm.
lang: fortran
ref: Gondzio J. (1994). Multiple centrality corrections in a , primal-dual method for linear programming, Technical Report , No 1994.20, Department of Management Studies, University , of Geneva, 102, Bd. Carl-Vogt, 1211 Geneva, Switzerland, , November 1994. Ask gondzio@divsun.unige.ch for a copy.
file: opt/lbfgs_bcm.shar
for: bound constrained optimization problems
alg: limited memory BFGS method
by: Ciyou Zhu in collaboration with R.H. Byrd, P. Lu-Chen and J. Nocedal
contact: ciyou@eecs.nwu.edu or nocedal@eecs.nwu.edu
ref: R. H. Byrd, P. Lu, J. Nocedal and C. Zhu ``A limited , memory algorithm for bound constrained optimization'', , SIAM J. Scientific Computing 16 (1995), no. 5. , C. Zhu, R.H. Byrd, P. Lu, J. Nocedal. ``L-BFGS-B: a limited , limited memory FORTRAN code for solving bound constrained , memory FORTRAN code for solving bound constrained optimization , problems'', Tech. Report, EECS Department, , Northwestern University, 1994. , (Postscript files of these papers are available via anonymous , ftp to eecs.nwu.edu in the directory pub/lbfgs/lbfgs_bcm.)
size: 217kB
prec: double
file: opt/lbfgs_um.shar
for: unconstrained optimization problems
alg: limited memory BFGS method
by: J. Nocedal
contact: nocedal@eecs.nwu.edu
ref: D. C. Liu and J. Nocedal, ``On the limited memory BFGS method for , large scale optimization methods'' Mathematical Programming 45 , (1989), pp. 503-528. , (Postscript file of this paper is available via anonymous ftp , to eecs.nwu.edu in the directory pub/lbfgs/lbfgs_um.)
size: 44kB
prec: double
file: opt/conmax.f
for: general nonlinearly constrained function minimization; also contains Muller's method real root finding, line search, free-variable LP, and least-distance QP
by: E. H. Kaufman, Jr., D. J. Leeming, and G. D. Taylor
ref: Numerical Algorithms 9 (1995), 25-37
alg: ODE-based approach; package includes SLP as a backup
gams: g2h3b1a, g2h3b1b
prec: single/double
size: 240 kilobytes
age: research
file: opt/bpmpd.tar.gz
for: sparse linear programming by an interior-point method
by: Csaba Meszaros
ref: "The Efficient Implementation of Interior Point Methods for Linear Programming and their Applications" by Csaba Meszaros, Ph.D. thesis, Eotvos Lorand University of Sciences, Hungary, 1996, ftp://ftp.sztaki.hu/pub/oplab/PAPERS/thesis.ps.gz . See also "Implementation of Interior Point Methods for Large Scale Linear Programming" by Erling D. Anderson, Jacek Gondzio, Csaba Meszaros, and Xiaojie Xu; ftp://ftp.sztaki.hu/oplab/PAPERS/kluwer.ps.Z . To appear as chapter 6 of "Interior Point Methods in Mathematical Programming", edited by T. Terlaky, Kluwer Academic Publishers.
contact: meszaros@lutra.sztaki.hu
lang: fortran
prec: double
size: 72 kilobytes (compressed)
age: Dec. 1996
file: opt/tsplib
see: http://www.crpc.rice.edu/softlib/catalog/tsplib.html
file: opt/companion.tgz
by: "Murakami Hiroshi"
for: real polynomial zeros
alg: eigenvalues of balanced companion matrix
lang: Fortran
ref: Edelman and Murakami, Math. Comp., v64,#210, pp.763-776(1995).
file: opt/polsysplp.tgz
by: Steve Wise, Andrew Sommese, Layne Watson
for: polynomial systems
alg: homotopy
lang: Fortran90
```
POLSYS_PLP is more sophisticated (faster, harder to use) than hompack90
```
gams: f2
index help

Eric and Jack