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NESC0829 OPTIMIZERS.

OPTIMIZERS, Subroutine Library for Unconstrained Nonlinear Optimization Problems

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1. NAME OR DESIGNATION OF PROGRAM:  OPTIMIZERS.
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2. COMPUTERS
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Program name Package id Status Status date
OPTIMIZERS NESC0829/01 Tested 01-DEC-1979

Machines used:

Package ID Orig. computer Test computer
NESC0829/01 IBM 3033 IBM 3033
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3. DESCRIPTION OF PROBLEM OR FUNCTION

OPTIMIZERS is a collection of FORTRAN subroutines addressed to the unconstrained nonlinear optimization problem. The specific problem areas covered by the routines are -
   Unconstrained optimization
   Nonlinear least-squares optimization
   Solution of nonlinear systems of equations
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4. METHOD OF SOLUTION

Quasi-Newton, conjugate gradient, Ievenberg- Marquardt and steepest descent methods are used.
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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM

No subroutines for derivative-free unconstrained optimization or for sparse nonlinear systems of equations are included.
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6. TYPICAL RUNNING TIME

Running time varies with problem size, degree of nonlinearity, and the accuracy of the initial estimate of the solution. Nesc compiled and executed the sample problems in 23 seconds on the Model 195.
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7. UNUSUAL FEATURES OF THE PROGRAM

The user must supply subroutines to compute  functions and derivatives.
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8. RELATED AND AUXILIARY PROGRAMS:
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9. STATUS
Package ID Status date Status
NESC0829/01 01-DEC-1979 Tested at NEADB
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10. REFERENCES

- NESC No. 829.370, OPTIMIZERS, Organization of the Optimizer's
Tape, National Energy Software Centre Note 79-62, August 17, 1979.
NESC0829/01, included references:
    - K. E. Hillstrom;
      Nonlinear Optimization Routines in AMDLIB. TM-297
      (August 1976).
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11. MACHINE REQUIREMENTS:  250K bytes of storage.
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12. PROGRAMMING LANGUAGE(S) USED
Package ID Computer language
NESC0829/01 FORTRAN-IV
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13. OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED:  OS/370.
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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS:
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15. NAME AND ESTABLISHMENT OF AUTHOR

K. E. Hillstrom
Applied Mathematics Division
Argonne National Laboratory
9700 South Cass Avenue
Argonne, Illinois 60439
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16. MATERIAL AVAILABLE
NESC0829/01
File name File description Records
NESC0829_01.001 INFORMATIONS 39
NESC0829_01.002 SOURCE 4460
NESC0829_01.003 DOCUMENTATIONS 2226
NESC0829_01.004 DEMONSTRATIONS PROGRAMS 254
NESC0829_01.005 GCFTEST OUTPUT 7
NESC0829_01.006 GQBTEST OUTPUT 7
NESC0829_01.007 LMLTEST OUTPUT 6
NESC0829_01.008 LMVTEST OUTPUT 6
NESC0829_01.009 SBRTEST OUTPUT 6
NESC0829_01.010 SNGTEST OUTPUT 6
NESC0829_01.011 JCL 300
NESC0829_01.012 FORTRAN PROCEDURE 60
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17. CATEGORIES
  • P. General Mathematical and Computing System Routines

Keywords: least square fit, nonlinear problems, optimization.