TOMS630 (See TOMS734, the Fortran 90 successor to this algorithm.)
Unconstrained minimization in a limited-memory environment.
Buckley, A., and LeNir, A. (1985). ALGORITHM 630. BBVSCG – A variable-storage algorithm for function minimization. ACM Transactions on Mathematical Software, 11(2), 103-119.
ABSTRACT OR SUMMARY
This routine is designed to find a close approximation to a local minimum of a nonlinear function f(x). Here x is a vector of n variables, that is, x = (x1, x2,..., xn), and f is assumed to be smooth, that is, to have at least continuous second derivatives. As with almost all minimization algorithms, there is no attempt made to ensure that the minimum obtained is global. [Buckley and LeNir, 1985, p. 103.]
All software, both binary and source published by the Association for Computing Machinery (hereafter, Software) is copyrighted by the Association (hereafter, ACM) and ownership of all right, title and interest in and to the Software remains with ACM. By using or copying the Software, User agrees to abide by the terms of this Agreement. The URL for the ACM Software Copyright and License Agreement is http://www.acm.org/pubs/copyright_policy/softwareCRnotice.html.
ORIGINAL CODE LOCATION