TOMS734 (Fortran 90 successor to TOMS630, subroutine BBVSCG.)
Unconstrained minimization in a limited-memory environment..
Buckley, A. G. (1994b). Algorithm 734. A Fortran 90 code for unconstrained nonlinear minimization. ACM Transactions on Mathematical Software, 20(3), 354-372.
Buckley, A. G. (1994a). Conversion to Fortran 90: A case study. ACM Transactions on Mathematical Software, 20(3), 308-353.
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 paper describes a Fortran 90 implementation of ACM Transactions on Mathematical Software Algorithm 630, a minimization algorithm designed for use in a limited-memory environment. It includes implementation of the Buckley-LeNir method, Nocedal’s limited memory algorithm, and an experimental limited-memory implementation of a factored updated due to Powell, as well as a fairly standard quasi-Newton implementation due originally to Shanno. This algorithm uses a number of the new features of Fortran 90 to offer capabilities that were not formerly available. [Buckley, 1994b, p. 354.]
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