Reverse communication version of PORT's N2G. Minimize a twice-continuously differentiable nonlinear sum of squares using user-supplied residual values and their derivatives. Uses variant of Newton's method where Hessian is part exact and part approximated by a secant update. A model/trust-region approach and adaptive Hessian are used to aid convergence from poor starting values. Classes : K1b1a2 . Unconstrained nonlinear least squares approximation by smooth functions, user provides first derivatives Type : Fortran subroutine in PORT library (NL3OPT sublibrary). Access : Proprietary. Many implementations available. Precision: Double. Usage : CALL DRN2G (D, DR, IV, LIV, LV, N, ND, N1, N2, P, R, RD, V, X) Details : Fullsource Source Sites : (1) NETLIB
NETLIB: Public access repository, The University of Tennessee at Knoxville and Bell Laboratories Precision: Double. (Single: RN2G) You may access components from NETLIB outside GAMS as follows. Source : Available by anonymous ftp from netlib in the port subdirectory Fullsource : Available by http from netlib in the port subdirectory
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