Subroutines for nondifferentiable optimization

• PMIN.FOR - SQP variable metric methods for unconstrained and linearly constrained minimax optimization.
• TMIN.FOR - Examples of the subroutine PMIN.FOR application.
• PMIN.TXT - A short description of the subroutine PMIN.FOR.
• PBUN.FOR - Proximal bundle method for unconstrained and linearly constrained nonsmooth optimization.
• TBUN.FOR - Examples of the subroutine PBUN.FOR application.
• PBUN.TXT - A short description of the subroutine PBUN.FOR.
• PNEW.FOR - Bundle-Newton method for unconstrained and linearly constrained nonsmooth optimization.
• TNEW.FOR - Examples of the subroutine PNEW.FOR application.
• PNEW.TXT - A short description of the subroutine PNEW.FOR.
• PVAR.FOR - Variable metric methods for unconstrained and linearly constrained nonsmooth optimization.
• TVAR.FOR - Examples of the subroutine PVAR.FOR application.
• PVAR.TXT - A short description of the subroutine PVAR.FOR.
• PBSUBS.FOR - Basic modules for the above subroutines.
• MBSUBS.FOR - Matrix modules for the above subroutines.
• TBSUBS.FOR - Test modules for the above subroutines.
• TEST19.DAT - Data for test modules.

Subroutines for large-scale optimization

• PLIS.FOR - Limited-memory BFGS method based on vector recurrences for large-scale unconstrained and box constrained minimization.
• TLIS.FOR - An example of the subroutine PLIS.FOR application.
• PLIS.TXT - A short description of the subroutine PLIS.FOR.
• PLIP.FOR - Limited-memory variable metric methods based on product-form updates for large-scale unconstrained and box constrained minimization.
• TLIP.FOR - An example of the subroutine PLIP.FOR application.
• PLIP.TXT - A short description of the subroutine PLIP.FOR.
• PNET.FOR - Truncated Newton method with an iterative computation of the direction vector for large-scale unconstrained and box constrained minimization.
• TNET.FOR - An example of the subroutine PNET.FOR application.
• PNET.TXT - A short description of the subroutine PNET.FOR.
• PNED.FOR - Discrete Newton method with a direct solution of the trust-region subproblem for large-scale sparse unconstrained and box constrained minimization.
• TNED.FOR - An example of the subroutine PNED.FOR application.
• PNED.TXT - A short description of the subroutine PNED.FOR.
• PNEC.FOR - Discrete Newton method with an iterative solution of the trust-region subproblem for large-scale sparse unconstrained and box constrained minimization.
• TNEC.FOR - An example of the subroutine PNEC.FOR application.
• PNEC.TXT - A short description of the subroutine PNEC.FOR.
• PSED.FOR - Variable metric methods with a direct computation of the direction vector for large-scale partially separable unconstrained and box constrained minimization.
• TSED.FOR - An example of the subroutine PSED.FOR application.
• PSED.TXT - A short description of the subroutine PSED.FOR.
• PSEC.FOR - Variable metric methods with an iterative computation of the direction vector for large-scale partially separable unconstrained and box constrained minimization.
• TSEC.FOR - An example of the subroutine PSEC.FOR application.
• PSEC.TXT - A short description of the subroutine PSEC.FOR.
• PSEN.FOR - Bundle variable metric method for large-scale nonsmooth partially separable minimization.
• TSEN.FOR - An example of the subroutine PSEN.FOR application.
• PSEN.TXT - A short description of the subroutine PSEN.FOR.
• PGAD.FOR - Hybrid methods with a direct solution of the trust-region subproblem for large-scale unconstrained and box constrained nonlinear least squares.
• TGAD.FOR - An example of the subroutine PGAD.FOR application.
• PGAD.TXT - A short description of the subroutine PGAD.FOR.
• PGAC.FOR - Hybrid methods with an iterative solution of the trust-region subproblem for large-scale unconstrained and box constrained nonlinear least squares.
• TGAC.FOR - An example of the subroutine PGAC.FOR application.
• PGAC.TXT - A short description of the subroutine PGAC.FOR.
• PMAX.FOR - Primal interior-point methods for large-scale nonlinear minimax optimization.
• TMAX.FOR - An example of the subroutine PMAX.FOR application.
• PMAX.TXT - A short description of the subroutine PMAX.FOR.
• PSUM.FOR - Primal interior-point methods for large-scale nonlinear sum of absolute values.
• TSUM.FOR - An example of the subroutine PSUM.FOR application.
• PSUM.TXT - A short description of the subroutine PSUM.FOR.
• PEQN.FOR - Discrete Newton method for large-scale systems of nonlinear equations.
• TEQN.FOR - An example of the subroutine PEQN.FOR application.
• PEQN.TXT - A short description of the subroutine PEQN.FOR.
• PEQL.FOR - Inverse column update method for large-scale systems of nonlinear equations.
• TEQL.FOR - An example of the subroutine PEQL.FOR application.
• PEQL.TXT - A short description of the subroutine PEQL.FOR.
• PSSUBS.FOR - Basic modules for the above subroutines.
• MSSUBS.FOR - Matrix modules for the above subroutines.
• TSSUBS.FOR - Test modules for the above subroutines.

Subroutines for large-scale nonlinear programming

• PIND.FOR - Indefinitely preconditioned full-system inexact Newton method for large-scale equality constrained optimization.
• TIND.FOR - An example of the subroutine PIND.FOR application.
• PIND.TXT - A short description of the subroutine PIND.FOR.
• PNUL.FOR - Preconditioned null-space inexact Newton method for large-scale equality constrained optimization.
• TNUL.FOR - An example of the subroutine PNUL.FOR application.
• PNUL.TXT - A short description of the subroutine PNUL.FOR.
• PNSUBS.FOR - Basic modules for the above subroutines.
• MNSUBS.FOR - Matrix modules for the above subroutines.
• TNSUBS.FOR - Test modules for the above subroutines.

Subroutines for dense nonlinear optimization

• PVMM.FOR - Variable metric methods for unconstrained and linearly constrained optimization.
• TVMM.FOR - Examples of the subroutine PVMM.FOR application.
• PVMM.TXT - A short description of the subroutine PVMM.FOR.
• PHYB.FOR - Hybrid methods for unconstrained and linearly constrained nonlinear least squares.
• THYB.FOR - Examples of the subroutine PHYB.FOR application.
• PHYB.TXT - A short description of the subroutine PHYB.FOR.
• PSQP.FOR - SQP variable metric methods for general nonlinear programming problems.
• TSQP.FOR - An example of the subroutine PSQP.FOR application.
• PSQP.TXT - A short description of the subroutine PSQP.FOR.
• PNEQ.FOR - Modified Newton method for systems of nonlinear equations.
• TNEQ.FOR - Examples of the subroutine PNEQ.FOR application.
• PNEQ.TXT - A short description of the subroutine PNEQ.FOR.
• PBEQ.FOR - Broyden's quasi-Newton method for systems of nonlinear equations.
• TBEQ.FOR - Examples of the subroutine PBEQ.FOR application.
• PBEQ.TXT - A short description of the subroutine PBEQ.FOR.
• PQSUBS.FOR - Basic modules for the above subroutines.
• MQSUBS.FOR - Matrix modules for the above subroutines.
• TQSUBS.FOR - Test modules for the above subroutines.

Research Reports

•  V 797-00 - Description of subroutines for nondifferentiable optimization.
•  V 999-07 - Description of subroutines for large-scale optimization.
• V1000-07 - Description of subroutines for large-scale nonlinear programming.

License

• Subroutines PMIN, PBUN, PNEW, PVAR, published as Algorithm 811 in Transactions on Mathematical Software, are licensed by the ACM Software License Agreement.
• The other subroutines are licensed by the GNU Lesser General Public License (LGPL); see the copyright information for explicit details, including the author list and acknowledgements.