Optimization

Routines

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

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

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