NAG Fortran Library

Chapter E04

Minimizing or Maximizing a Function

Chapter Introduction
E04ABF    Minimum, function of one variable using function values only
E04BBF    Minimum, function of one variable, using first derivative
E04CCF    Unconstrained minimum, simplex algorithm, function of several variables using function values only (comprehensive)
E04DGF    Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive)
E04DJF    Read optional parameter values for E04DGF from external file
E04DKF    Supply optional parameter values to E04DGF
E04FCF    Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (comprehensive)
E04FYF    Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using function values only (easy-to-use)
E04GBF    Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm using first derivatives (comprehensive)
E04GDF    Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (comprehensive)
E04GYF    Unconstrained minimum of a sum of squares, combined Gauss–Newton and quasi-Newton algorithm, using first derivatives (easy-to-use)
E04GZF    Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm using first derivatives (easy-to-use)
E04HCF    Check user's routine for calculating first derivatives of function
E04HDF    Check user's routine for calculating second derivatives of function
E04HEF    Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (comprehensive)
E04HYF    Unconstrained minimum of a sum of squares, combined Gauss–Newton and modified Newton algorithm, using second derivatives (easy-to-use)
E04JYF    Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using function values only (easy-to-use)
E04KDF    Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (comprehensive)
E04KYF    Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04KZF    Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04LBF    Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (comprehensive)
E04LYF    Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (easy-to-use)
E04MFF    LP problem (dense)
E04MGF    Read optional parameter values for E04MFF from external file
E04MHF    Supply optional parameter values to E04MFF
E04MZF    Converts MPSX data file defining LP or QP problem to format required by E04NKF
E04NCF    Convex QP problem or linearly-constrained linear least-squares problem (dense)
E04NDF    Read optional parameter values for E04NCF from external file
E04NEF    Supply optional parameter values to E04NCF
E04NFF    QP problem (dense)
E04NGF    Read optional parameter values for E04NFF from external file
E04NHF    Supply optional parameter values to E04NFF
E04NKF    LP or QP problem (sparse)
E04NLF    Read optional parameter values for E04NKF from external file
E04NMF    Supply optional parameter values to E04NKF
E04UCF    Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (forward communication, comprehensive)
E04UDF    Read optional parameter values for E04UCF or E04UFF from external file
E04UEF    Supply optional parameter values to E04UCF or E04UFF
E04UFF    Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive)
E04UGF    NLP problem (sparse)
E04UHF    Read optional parameter values for E04UGF from external file
E04UJF    Supply optional parameter values to E04UGF
E04UNF * Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive)
E04UQF    Read optional parameter values for E04UNF from external file
E04URF    Supply optional parameter values to E04UNF
E04USF    Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive)
E04WBF    Initialization routine for E04DGA, E04MFA, E04NCA, E04NFA, E04NKA, E04UCA, E04UFA, E04UGA and E04USA
E04XAF    Estimate (using numerical differentiation) gradient and/or Hessian of a function
E04YAF    Check user's routine for calculating Jacobian of first derivatives
E04YBF    Check user's routine for calculating Hessian of a sum of squares
E04YCF    Covariance matrix for nonlinear least-squares problem (unconstrained)
E04ZCF    Check user's routines for calculating first derivatives of function and constraints

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001