FNLMath : Optimization
Unconstrained Minimization
Univariate Function
Using function values only UVMIF
Using function and first derivative values UVMID
Nonsmooth function UVMGS
Multivariate Function
Using finite-difference gradient UMINF
Using analytic gradient UMING
Using finite-difference Hessian UMIDH
Using analytic Hessian UMIAH
Using conjugate gradient with finite-difference gradient UMCGF
Using conjugate gradient with analytic gradient UMCGG
Nonsmooth function UMPOL
Nonlinear Least Squares
Using finite-difference Jacobian UNLSF
Using analytic Jacobian UNLSJ
Minimization with Simple Bounds
Using finite-difference gradient BCONF
Using analytic gradient BCONG
Using finite-difference Hessian BCODH
Using analytic Hessian BCOAH
Nonsmooth Function BCPOL
Nonlinear least squares using finite-difference Jacobian BCLSF
Nonlinear least squares using analytic Jacobian BCLSJ
Nonlinear least squares problem subject to bounds. BCNLS
Linearly Constrained Minimization
Reads an MPS file containing a linear programming problem
or a quadratic programming problem READ_MPS
Deallocates the space allocated for the IMSL derived type s_MPS. MPS_FREE
Dense linear programming DENSE_LP
Dense linear programming DLPRS
Sparse linear programming SLPRS
Solves a transportation problem TRAN
Quadratic programming QPROG
General objective function with finite-difference gradient LCONF
General objective function with analytic gradient LCONG
General objective function without derivatives LIN_CON_TRUST_REGION
Nonlinearly Constrained Minimization
Using a sequential equality constrained QP method NNLPF
Using a sequential equality constrained QP method
with user-supplied gradients NNLPG
Service Routines
Central-difference gradient CDGRD
Forward-difference gradient FDGRD
Forward-difference Hessian FDHES
Forward-difference Hessian using analytic gradient GDHES
Divided-finite difference Jacobian DDJAC
Forward-difference Jacobian FDJAC
Check user-supplied gradient CHGRD
Check user-supplied Hessian CHHES
Check user-supplied Jacobian CHJAC
Generate starting points GGUES