Minimizes an arbitrary smooth sum of squares function subject to constraints, which may include simple bounds on the variables, linear constrains, and smooth nonlinear constraints. User may optionally supply derivatives. All matrices are treated as dense. A sequential quadratic programming algorithm is used. Classes : G2h1a1 . General nonlinear optimization with simple bounds of a smooth function, user provides no derivatives G2h1a2 . General nonlinear optimization with simple bounds of a smooth function, user provides first derivatives G2h2a1 . General nonlinear optimization with linear equality or inequality constraints of a smooth function, user provides no derivatives G2h2a2 . General nonlinear optimization with linear equality or inequality constraints of a smooth function, user provides first derivatives G2h3b1a . General nonlinear optimization of a smooth function with smooth equality and inequality nonlinear constraints, user provides no derivatives G2h3b1b . General nonlinear optimization of a smooth function with smooth equality and inequality nonlinear constraints, user provides first derivatives of function and constraints K1b2b . Nonlinearly constrained nonlinear least squares approximation L8e1b1 . Parameter estimation in nonlinear least squares regression using unweighted data, user provides no derivatives Type : Fortran subroutine in NAG library (E04 sublibrary). Access : Proprietary. Many implementations available. Precision: Double. Usage : CALL E04UPF(M, N, NCLIN, NCNLN, LDA, LDCJU, LDFJU, LDR, A, BL, BU, CONFUN, OBJFUN, ITER, ISTATE, C, CJACU, F, FJACU, CLAMDA, OBJF, R, X, IW, LENIW, W, LENW, IUSER, USER, IFAIL) See also : E04UQF,E04URF Details : Documentation Example Example-input Example-output Sites : (1) ITL
ITL: Unix Workstation Network, National Institute of Standards and Technology (NIST), Gaithersburg, MD. Available to NIST staff. Precision: Double. Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted. Link : f77 -o prog prog.f {-lcomplib.sgimath} -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4} -lnag Documentation: acroread /itl/apps/naglib-19/flib619da/NAGdoc/fl/pdf/E04/e04_intro_fl19.pdf Example : cat /itl/apps/naglib-18/fllux18d9/examples/source/e04upfe.f Example-input: cat /itl/apps/naglib-18/fllux18d9/examples/data/e04upfe.d Example-outpu: cat /itl/apps/naglib-18/fllux18d9/examples/results/e04upfe.r
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