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NESC0556 KEELE

KEELE, Minimization of Nonlinear Function with Linear Constraints, Variable Metric Method

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1. NAME OR DESIGNATION OF PROGRAM:  KEELE
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2. COMPUTERS
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Program name Package id Status Status date
KEELE NESC0556/01 Tested 01-JUN-1975

Machines used:

Package ID Orig. computer Test computer
NESC0556/01 IBM 370 series IBM 370 series
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3. DESCRIPTION OF PROBLEM OR FUNCTION

KEELE    is     a    linearly
constrained nonlinear  programming algorithm for locating  a local
minimum of a function of n variables with the variables subject to
linear equality and/or inequality constraints.
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4. METHOD OF SOLUTION

A variable metric procedure is used where the
direction of search  at each iteration is  obtained by multiplying
the negative of the gradient vector  by a positive definite matrix
which approximates  the inverse  of the  matrix of  second partial
derivatives associated with the function.
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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM

Array   dimensions
limit the number of variables to  20 and the number of constraints
to 50.  These can be changed by the user.
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6. TYPICAL RUNNING TIME

Total execution time for  the four examples
in the report is approximately 10 seconds.
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7. UNUSUAL FEATURES OF THE PROGRAM

All   input   is   through   the
argument list and/or the common block /BAMRWH/.
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8. RELATED AND AUXILIARY PROGRAMS

This program is a modification of
the corresponding program described in reference 2.
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9. STATUS
Package ID Status date Status
NESC0556/01 01-JUN-1975 Tested at NEADB
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10. REFERENCES

G.  W.  Westley,  A  Linearly  Constrained  Nonlinear
Programming Algorithm, ORNL-4644, January 1971.
             G.  W.  Westley  and  J.   A.  Watts,  The  Computing
Technology Center Numerical Analysis Library, CTC-39, 1970.
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11. MACHINE REQUIREMENTS:  31K bytes
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12. PROGRAMMING LANGUAGE(S) USED
Package ID Computer language
NESC0556/01 FORTRAN-IV
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13. OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED:   OS/360.
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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS

Three  subroutines  must  be user-supplied.   GRADNT  defines  the
gradient of the  response surface, CONSTR defines  the constraints
on the variables, and FVAL defines the response surface.
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15. NAME AND ESTABLISHMENT OF AUTHOR

                 G. W. Westley
                 Mathematics Division
                 Oak Ridge National Laboratory
                 P. O. Box X
                 Oak Ridge, Tennessee  37830
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16. MATERIAL AVAILABLE
NESC0556/01
File name File description Records
NESC0556_01.001 SOURCE PROGRAM USED FOR TESTING (F4) 1136
NESC0556_01.002 SUBROUTINE PACKAGE (F4) 1019
NESC0556_01.003 TEST PROGRAMS (F4) 117
NESC0556_01.004 SAMPLE PROBLEM PRINTED OUTPUT 359
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17. CATEGORIES
  • P. General Mathematical and Computing System Routines

Keywords: algorithms, iterative methods, nonlinear programming.