opt

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file	links.html
for	related resources

file	praxis
for	minimum of the function f(x,n) of n variables, no gradient
alg	principal axis method
ref	Algorithms for finding zeros and extrema of functions without calculating derivatives
by	Richard Brent.
#	version from Stanford Linear Accelerator Center, dated 3/1/73
lang	fortran
gams	g1a1a

file	praxisp
for	minimum of the function f(x,n) of n variables, no gradient
alg	principal axis method
ref	Algorithms for finding zeros and extrema of functions without calculating derivatives
by	Richard Brent.
#	version calling the Port library workspace package
gams	g1a1a
lang	fortran

file	dqed.f
for	Hanson/Krogh nonlinear least squares with linear constraints based
,	on quadratic-tensor local model. Double precision only. Certain codes
,	from LINPACK and BLAS not included.  7/11/89
by	R. Hanson.
gams	k1b2a, k1b2b
size	298 kB

file	varpro
for	separable nonlinear least squares by variable projection method
,	of Golub and Pereyra, with Levenberg-Marquardt code by Bolstad.
,	See "nsf" in the library "port" for Gay and Kaufman's version.
gams	k1b1a2, l8e1b4

file	varpro-drv
for	separable nonlinear least squares driver

file	varpro-input
for	separable nonlinear least squares input

file	varpro-output
for	separable nonlinear least squares output

file	varp2
for	separable nonlinear least squares with multiple right hand sides
by	Randy Leveque  Jun 85
gams	k1b1a2, l8e1b4
lang	fortran

file	tn
by	Stephen G. Nash
for	unconstrained and simply bounded optimization
alg	truncated Newton algorithm
ref	SIAM J. Num. Anal. 21 (1984) 770-788
gams	g1b1b, g2h1a2
lang	fortran

file	ve08
by	Phillipe Toint
title	VE08AD
for	minimizing a partially separable objective function
ref	1. Griewank, A. and Ph.L. Toint, "Partitioned Variable Metric
,	Updates for Large Structured Optimization Problems",
,	Numerische Mathematik (39):119-137, 1982.
,	2. Griewank, A. and Ph.L. Toint, "Local Convergence Analysis for
,	Partitioned Quasi-Newton Updates", Numerische Mathematik
,	(39):429-448, 1982.
,	3. Griewank, A. and Ph.L. Toint, "On the Unconstrained
,	Optimization of Partially Separable Functions".
,	In Nonlinear Optimization 1981, edited by M.J.D. Powell,
,	Academic Press, New-York, 1982.
gams	g1b1a, g1b1b, g2h1a1. g2h1a2
lang	fortran

lib	nlr
for	Maximum Likelihood and Quasi-Likelihood Estimation in Nonlinear Regression
by	David S. Bunch, David M. Gay, and Roy E. Welsch
see	toms/717

file	simann.f
by	Bill Goffe
title	SA
for	optimizing a simply constrained, multi-optima objective function
alg	simulated annealing
ref	Goffe, Ferrier and Rogers, J. Econometrics, 60:1/2,65-100 (Jan/Feb 1994)
,	"Global Optimization of Statistical Functions with Simulated Annealing"
gams	g1b2

file	ampl.info
for	A Modeling Language for Mathematical Programming
by	Robert Fourer, David Gay, Brian Kernighan
#	information on the book;  code is in diskettes in book
see	ampl/models/

file    subplex.tgz
for  	unconstrained optimization of general multivariate functions
by  	Tom Rowan <na.rowan@na-net.ornl.gov>
alg  	subspace-searching simplex method
gams  	g1b2
lang  	fortran
size	13K

file	subplexm.tgz
for	Matlab implementation of subplex
by	Bruce Lowekamp
lang	Matlab

file	nnes
by	Rod Bain <105274.736@compuserve.com>
for	nonlinear equations with simple bound constraints
alg	nonmonotonic line search
lang	Fortran
size	416 kB
#	five of the files are drivers:  EX1 and EX2 are samples, NNESDR is a
,	generic driver, MDR is a master driver for More, Garbow & Hillstrom
,	test problems, and HLPCHK writes a file H.OUT documenting NNES.
,	On a PC the test suite will run through but if the max exponent
,	allowed is 38 then there will be a couple failures.
gams	f2

file	nnes.ps
by	Rod Bain  <105274.736@compuserve.com>
for	user manual for NNES
size	1.1 MB

lib	lsnno
for	nonlinear optimization subject to linear network constraints
by	Phillipe Toint and D. Tuyttens
gams	g2d3a

file	donlp2-removed
for	pointer to donlp2 and explanation of removal from netlib
by	Peter Spellucci

file	hooke.c
for	"minimum" of the function f(x,n) of n variables, no derivatives
alg	Hooke and Jeeves's direct search -- discontinuous objectives OK
,	easy to use, but not always reliable
ref	CACM June 1963 p. 313.
prec	double
by	M. G. Johnson

file	changes

file	vfsr

file	asa

file	hopdm.shar
by	Jacek Gondzio
for	(sparse) linear programming by a higher order primal-dual
,	predictor-corrector logarithmic barrier algorithm.
lang	fortran
ref	Gondzio J. (1994). Multiple centrality corrections in a
,	primal-dual method for linear programming, Technical Report
,	No 1994.20, Department of Management Studies, University
,	of Geneva, 102, Bd. Carl-Vogt, 1211 Geneva, Switzerland,
,	November 1994.  Ask gondzio@divsun.unige.ch for a copy.

file	lbfgs_bcm.shar
for	bound constrained optimization problems
alg	limited memory BFGS method
by	Ciyou Zhu in collaboration with	R.H. Byrd, P. Lu-Chen and J. Nocedal
contact ciyou@eecs.nwu.edu or nocedal@eecs.nwu.edu
ref	R. H. Byrd, P. Lu, J. Nocedal and C. Zhu ``A limited
,	memory algorithm for bound constrained optimization'',
,	SIAM J. Scientific Computing 16 (1995), no. 5.
,	C. Zhu, R.H. Byrd, P. Lu, J. Nocedal. ``L-BFGS-B: a limited
,	limited memory FORTRAN code for solving bound constrained
,	memory FORTRAN code for solving bound constrained optimization
,        problems'', Tech. Report, EECS Department,
,        Northwestern University, 1994.
,        (Postscript files of these papers are available via anonymous
,       ftp to eecs.nwu.edu in the directory pub/lbfgs/lbfgs_bcm.)
size	217kB
prec	double

file	lbfgs_um.shar
for	unconstrained optimization problems
alg	limited memory BFGS method
by	J. Nocedal
contact	nocedal@eecs.nwu.edu
ref	D. C. Liu and J. Nocedal, ``On the limited memory BFGS method for
,	large scale optimization methods'' Mathematical Programming 45
,	(1989), pp. 503-528.
,	(Postscript file of this paper is available via anonymous ftp
,	to eecs.nwu.edu in the directory pub/lbfgs/lbfgs_um.)
size	44kB
prec	double

file    conmax.f
for     general nonlinearly constrained function minimization;  also
	contains Muller's method real root finding, line search, free-variable
	LP, and least-distance QP
by      E. H. Kaufman, Jr., D. J. Leeming, and G. D. Taylor
ref     Numerical Algorithms 9 (1995), 25-37
alg     ODE-based approach;  package includes SLP as a backup
gams    g2h3b1a, g2h3b1b
prec    single/double
size    240 kilobytes
age     research

file	bpmpd.tar.gz
for	sparse linear programming by an interior-point method
by	Csaba Meszaros
ref	"The Efficient Implementation of Interior Point Methods for Linear
	Programming and their Applications" by Csaba Meszaros, Ph.D.
	thesis, Eotvos Lorand University of Sciences, Hungary, 1996,
	ftp://ftp.sztaki.hu/pub/oplab/PAPERS/thesis.ps.gz .
	See also "Implementation of Interior Point Methods for Large
	Scale Linear Programming" by Erling D. Anderson, Jacek Gondzio,
	Csaba Meszaros, and Xiaojie Xu;
	ftp://ftp.sztaki.hu/oplab/PAPERS/kluwer.ps.Z .  To appear as
	chapter 6 of "Interior Point Methods in Mathematical Programming",
	edited by T. Terlaky, Kluwer Academic Publishers.
contact	meszaros@lutra.sztaki.hu
lang	fortran
prec	double
size	72 kilobytes (compressed)
age	Dec. 1996

file	tsplib
see	http://www.crpc.rice.edu/softlib/catalog/tsplib.html

file	companion.tgz
by	"Murakami Hiroshi" <murakami@tmca.ac.jp>
for	real polynomial zeros
alg	eigenvalues of balanced companion matrix
lang	Fortran
ref	Edelman and Murakami, Math. Comp., v64,#210, pp.763-776(1995).

file	polsysplp.tgz
by	Steve Wise, Andrew Sommese, Layne Watson
for	polynomial systems
alg	homotopy
lang	Fortran90
#	POLSYS_PLP is more sophisticated (faster, harder to use) than hompack90
gams	f2