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TOMS734

 

NAME

TOMS734 (Fortran 90 successor to TOMS630, subroutine BBVSCG.)

 

PURPOSE

Unconstrained minimization in a limited-memory environment..

 

REFERENCE

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.]

 

LANGUAGE

Fortran 90.

 

LICENSE

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

http://www.netlib.org/toms/734

 

TECHNICAL NOTES

            None.

 

DOWNLOAD

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