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UNCMIN

 

NAME

UNCMIN

 

PURPOSE

Unconstrained minimization.

 

REFERENCE

Schnabel, Robert B., Koontz, John E., and Weiss, Barry E. (1985). A modular system of algorithms for unconstrained minimization. ACM Transactions on Mathematical Software, 11(4), 419-440.

 

Dennis, John E., Jr., and Schnabel, Robert B. (1983). Numerical methods for unconstrained optimization and nonlinear equations. Englewood Cliffs, NJ: Prentice-Hall, Inc.

 

Kahaner, David, Moler, Cleve, and Nash, Stephen (1989). Numerical methods and software. Englewood Cliffs, NJ: Prentice-Hall, Inc. [Sections 9.4-9.6 concern UNCMIN.]

 

ABSTRACT OR SUMMARY

We describe a new package, UNCMIN, for finding a local minimizer of a real valued function of more than one variable. The novel feature of UNCMIN is that it is a modular system of algorithms, containing three different step selection strategies (line search, dogleg, and optimal step) that may be combined with either analytic or finite difference gradient evaluation and with either analytic, finite difference, or BFGS Hessian approximation. We present the results of a comparison of the three step selection strategies on the problem in Moré, Garbow, and Hillstrom [1981] in two separate cases: using finite difference gradients and Hessians, and using finite difference gradients with BFGS Hessian approximations. We also describe a second package, REVMIN, that uses optimization algorithms identical to UNCMIN but obtains values of user-supplied functions by reverse communication. [Schnabel, Koontz, and Weiss, 1985, p. 419.]

 

LANGUAGE

Fortran 77, 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://lib.stat.cmu.edu/cmlib/src/uncmin/ (Fortran 77 version, individual files)

http://lib.stat.cmu.edu/cmlib/doc/uncmin/

 

http://iris.gmu.edu/~snash/nash/software/ (Prof. Stephen Nash’s single and double precision versions of UNCMIN in combined files)

 

http://orion.math.iastate.edu/burkardt/f_src/nms/nms.html or http://www2.csit.fsu.edu/~burkardt/f_src/nms/nms.html (Fortran 90 version of software in Kanaher, Moler, and Nash, 1989, Numerical methods and software [“NMS”], including subroutines corresponding to UNCMIN.)

 

TECHNICAL NOTES

            See the UNCMIN User’s Guide: (http://www1.fpl.fed.us/uncmin_userguide.pdf)

 

DOWNLOAD

uncmin.zip (Fortran 77 version)

 

uncmin90.zip (Fortran 90 version)

 


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