Module E04UNF in NAG

• NAG Information

• Components
  • Documentation from ITL
  • Example from ITL
  • Example-input from ITL
  • Example-output from ITL

E04UNF

 
Minimize an arbitrary smooth sum of squares function subject to constraints
(including simple bounds on the variables, linear, and smooth nonlinear) using a
sequential quadratic programming (SQP) method. First derivatives may be
supplied by the user or automatically approximated by finite differences. Not
intended for large sparse problems. May also be used for unconstrained,
bound-constrained and linearly constrained optimization.
 
Classes  :  K1b2a . Linearly constrained nonlinear least squares
                  approximation
            K1b2b . Nonlinearly constrained nonlinear least squares
                  approximation
 
Type     : Fortran subroutine in NAG library (E04 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL E04UNF(M, N, NCLIN, NCNLN, LDA, LDCJ, LDFJ, LDR, A, BL, BU, Y,
           CONFUN, OBJFUN, ITER, ISTATE, C, CJAC, F, FJAC, CLAMDA, OBJF, R, X,
           IWORK, LIWORK, WORK, LWORK, IUSER, USER, IFAIL)
 
Details  : Documentation Example Example-input Example-output
Sites    : (1) AIX (2) ITL
 

Implementation of E04UNF from NAG on AIX

 
AIX:       IBM RS6000, 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 -L/itl/links/generic/lib -lnag
   Documentation: acroread
                  /itl/apps/naglib-19/docs/NAGdoc/fl/pdf/E04/e04unf_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-19/flib619da/examples/source/e04unfe.f
   Example-input: cat
                  /itl/apps/naglib-19/flib619da/examples/data/e04unfe.d
   Example-outpu: cat
                  /itl/apps/naglib-19/flib619da/examples/results/e04unfe.r
 

Implementation of E04UNF from NAG on 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/e04unf_fl19.pdf
   Example      : cat
                  /itl/apps/naglib-19/flib619da/examples/source/e04unfe.f
   Example-input: cat
                  /itl/apps/naglib-19/flib619da/examples/data/e04unfe.d
   Example-outpu: cat
                  /itl/apps/naglib-19/flib619da/examples/results/e04unfe.r