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GAMS Module LMDER in MINPACK


LMDER

 
Finds a minimum of the sum of the squares of m nonlinear functions in n variables by a
modification of the Levenberg-Marquardt algorithm. The user must provide a
subroutine which calculates the functions and the Jacobian.
 
Classes  :  K1b1a2 . Unconstrained nonlinear least squares approximation by
                   smooth functions, user provides first derivatives
 
Type     : Fortran subroutine in MINPACK package.
Access   : Public domain. Portable.
Precision: Double.
Note     : Single precision version available in NETLIB package SMINPACK.
 
Usage    : CALL LMDER(FCN, M, N, X, FVEC, FJAC, LDFJAC, FTOL, XTOL, GTOL,
           MAXFEV, DIAG, MODE, FACTOR, NPRINT, INFO, NFEV, NJEV, IPVT, QTF,
           WA1, WA2, WA3, WA4)
 
See also : CHKDER checks user-supplied Jacobian
 
Details  : Fullsource Source
Sites    : (1) NETLIB
 

Implementation of LMDER from MINPACK on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Double.
Note     : Single precision version available in NETLIB package SMINPACK.
 
You may access components from NETLIB outside GAMS as follows.
 
   Source       : echo "send only lmder from minpack" | mail netlib@ornl.gov
   Fullsource   : echo "send lmder from minpack" | mail netlib@ornl.gov


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