Computer Programs

NESC0829 OPTIMIZERS.

NESC0829 OPTIMIZERS.

OPTIMIZERS, Subroutine Library for Unconstrained Nonlinear Optimization Problems

NAME OR DESIGNATION OF PROGRAM, COMPUTER, DESCRIPTION OF PROBLEM OR FUNCTION, METHOD OF SOLUTION, RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM, TYPICAL RUNNING TIME, UNUSUAL FEATURES OF THE PROGRAM, RELATED AND AUXILIARY PROGRAMS, STATUS, REFERENCES, MACHINE REQUIREMENTS, LANGUAGE, OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED, OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS, NAME AND ESTABLISHMENT OF AUTHOR, MATERIAL, CATEGORIES

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1. NAME OR DESIGNATION OF PROGRAM: OPTIMIZERS.

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2. COMPUTERS

To submit a request, click below on the link of the version you wish to order. Rules for end-users are available here.

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.