NHSE Software Catalog

MINPACK-2

url

ftp://info.mcs.anl.gov/pub/

abstract

The goal of the MINPACK-2 project is to produce optimization
algorithms and software for high-performance computers. The
software includes subroutines for the solution of systems of
nonlinear equations, nonlinear least squares problems, and
minimization problems.

The initial software development work concentrated on the
software for the solution of medium-scale problems on vector
and shared-memory architectures. A Levenberg-Marquardt
method for nonlinear least squares and a trust region Newton
method for minimization problems are available. Current
software development work centers on large-scale problems. A
variable-storage variable metric method and a trust region
Newton method are currently available. Future work will focus
on software for distributed-memory architectures, in particular,
the SP1.

keywords

G. optimization;
F2. system of nonlinear equations; K1b. nonlinear least squares;
vectorprocessor; shared memory multiprocessor;
numerical library

method

Levenberg-Marquardt method; trust region Newton method;
variable metric method

contact

Jorge More / info.mcs.anl.gov

description

http://www.mcs.anl.gov/summaries/minpack93/summary.html