IMSL Fortran Math Library
 
Chapter 8 Optimization
Routines
Unconstrained Minimization
Univariate Function
Using function values only, UVMIF
Using function and first derivative values, UVMID
Nonsmooth function, UVMGS
Multivariate Function
Using finite-difference gradient, UMINF
Using analytic gradient, UMING
Using finite-difference Hessian, UMIDH
Using analytic Hessian, UMIAH
Using conjugate gradient with finite-difference gradient, UMCGF
Using conjugate gradient with analytic gradient, UMCGG
Nonsmooth function, UMPOL
Nonlinear Least Squares
Using finite-difference Jacobian, UNLSF
Using analytic Jacobian, UNLSJ
Minimization with Simple Bounds
Using finite-difference gradient, BCONF
Using analytic gradient, BCONG
Using finite-difference Hessian, BCODH
Using analytic Hessian, BCOAH
Nonsmooth Function, BCPOL
Nonlinear least squares using finite-difference Jacobian, BCLSF
Nonlinear least squares using analytic Jacobian, BCLSJ
Nonlinear least squares problem subject to bounds., BCNLS
Linearly Constrained Minimization
Reads an MPS file containing a linear programming problem
or a quadratic programming problem, READ_MPS
Deallocates the space allocated for the IMSL derived type s_MPS., MPS_FREE
Dense linear programming, DENSE_LP
Dense linear programming, DLPRS
Sparse linear programming, SLPRS
Solves a transportation problem, TRAN
Quadratic programming, QPROG
General objective function with finite-difference gradient, LCONF
General objective function with analytic gradient, LCONG
General objective function without derivatives , LIN_CON_TRUST_REGION
Nonlinearly Constrained Minimization
Using a sequential equality constrained QP method, NNLPF
Using a sequential equality constrained QP method
with user-supplied gradients, NNLPG
Service Routines
Central-difference gradient, CDGRD
Forward-difference gradient, FDGRD
Forward-difference Hessian, FDHES
Forward-difference Hessian using analytic gradient, GDHES
Divided-finite difference Jacobian , DDJAC
Forward-difference Jacobian, FDJAC
Check user-supplied gradient, CHGRD
Check user-supplied Hessian, CHHES
Check user-supplied Jacobian, CHJAC
Generate starting points, GGUES