Minimizes a multivariate function using the Fletcher-Reeves form of the conjugate gradient method, with or without preconditioning. The user must provide a starting guess, routines for function and gradient evaluation, and, optionally, a preconditioning routine. Classes : G1b1b . Unconstrained optimization of a smooth multivariate function, user provides first derivatives Type : Fortran subroutine in NAPACK package. Access : Some uses prohibited. Portable. Precision: Double. Usage : CALL CG (X, E, IT, STEP, T, LIMIT, N, M, VALUE, GRAD, BOTH, PRE, H) Details : Fullsource Source Sites : (1) NETLIB
NETLIB: Public access repository, The University of Tennessee at Knoxville and Bell Laboratories Precision: Double. You may access components from NETLIB outside GAMS as follows. Source : echo 'send only cg from napack' | mail netlib@ornl.gov Fullsource : echo 'send cg from napack' | mail netlib@ornl.gov
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