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GAMS Module CG in NAPACK


CG

 
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
 

Implementation of CG from NAPACK on 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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