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

Quadratic programming....................................................................................... QPROG

General objective function with finite-difference gradient............................................ LCONF

General objective function with analytic gradient..................................................... LCONG

Nonlinearly Constrained Minimization

Using a sequential equality constrained QP method................................................ NNLPF

Using a sequential equality constrained QP method................................................ NNLPG

Service Routines

Central-difference gradient.................................................................................... CDGRD

Forward-difference gradient................................................................................... FDGRD

Forward-difference Hessian................................................................................... FDHES

Forward-difference Hessian using analytic gradient................................................. GDHES

Forward-difference Jacobian................................................................................... FDJAC

Check user-supplied gradient................................................................................ CHGRD

Check user-supplied Hessian................................................................................ CHHES

Check user-supplied Jacobian............................................................................... CHJAC

Generate starting points....................................................................................... GGUES

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