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Nonlinear Programming Software by Klaus Schittkowski  
Nonlinear Programming Software by Klaus Schittkowski: Collection of Fortran routines for constrained nonlinear programming (SQP), nonlinear programming with very many constraints and under distributed systems, least squares optimization, data fitting in dynamic systems (ODE, DAE, PDE, PDAE, ...), automatic differentiation, multicriteria optimization, and optimal control
Submitted: Apr 04, 2001
Fortran 90 Optimization Tips page  
The following table offers suggestions that may be followed to develop a portable code that is designed to be optimized and parallelized.
Submitted: Mar 25, 2000
Public Domain Computer Codes  
Minpack routines are Fortran codes for Levenberg-Marquardt for nonlinear least-squares problems. They differ in terms of gradient and Jacobian evaluation and number of user-provided parameters.
Submitted: Mar 25, 2000
MINOPT is a comprehensive, powerful, and flexible package for the solution of various types of optimization problems. It features both an advanced modeling language for the clear and concise representation of complex mathematical models as well as robust algorithmic framework for the efficient solution of wide variety of mathematical programming problems.
Submitted: Jul 27, 1998
A library of Fortran routines for performing various optimization tasks.
Submitted: Mar 28, 2000
Software for Parameter Estimation in Dynamic Systems (K. Schittkowski)  
Software for parameter estimation (data fitting, system identification, nonlinear regression) in: * explicit model functions * steady-state systems * Laplace transforms * ordinary differential equations (ODE) * differential algebraic equations (DAE) * one-dimensional, time-dependent partial differential equations (PDE) * one-dimensional partial differential algebraic equations (PDAE)
Submitted: Nov 24, 1998
TRON is a trust region Newton method for the solution of large bound-constrained optimization problems. TRON uses a gradient projection method to generate a Cauchy step, a preconditioned conjugate gradient method with an incomplete Cholesky factorization to generate a direction, and a projected search to compute the step. The use of projected searches, in particular, allows TRON to examine faces of the feasible set by generating a small number of minor iterates, even for problems with a large number of variables. As a result TRON is remarkably efficient at solving large bound-constrained optimization problems.
Submitted: Jun 30, 1999
HOPDM is a package for solving large scale linear and convex quadratic programming problems. The code is an implementation of the infeasible primal-dual interior point method. It uses multiple centrality correctors; their number is chosen appropriately for a given problem in order to reduce the overall solution time. HOPDM automatically chooses the most appropriate factorization method for a given problem (either normal equations or augmented system). The code compares favourably with commercial LP and QP packages.
Submitted: Dec 12, 1998
Both OPRAD and OPFAD use operator overloading to facilitate the coding (or conversion of existing code) of a function to enable derivatives to be computed. Essentially this means that standard Fortran 90 statements for evaluating expressions in real arithmetic simply need to be preceded by special type declarations and initializing subroutine calls and then followed by calls to utilities to extract the value and gradient.
Submitted: Feb 29, 2000
some typos in espace optimization fortran code  
These typos were found in the attached Fortran files used in the optimization of the optics matrix by espace which needed to be corrected. The place of the corrections is marked by 'mkj' and is commented out with the replacement line(s) following.
Submitted: Mar 25, 2000

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