HESFCN - A Fortran package of Hessian Subroutines for Testing Nonlinear Optimization Software
Explore this paper's citation graph
Summary
The development of Hessian FORTRAN routines for testing unconstrained nonlinear optimization and Eigenvalue analysis throughout the minimization will be possible in the goal of better understanding minimization progress by di erent algorithms and the relation of progress to eigenvalue distribution and condition number.
- Type
- article
- Published
- 1992-06-01
- Cited by
- 4
- References
- 36
- OpenAlex
- https://openalex.org/W58788413
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:59677446
Keywords
Subroutine, Hessian matrix, Fortran, Computer science, Programming language
References
- A Fortran subroutine for solving systems of non-linear algebraic equations
- Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function
- Truncated-newtono algorithms for large-scale unconstrained optimization
- Conditioning of Quasi-Newton Methods for Function Minimization
- Methods for unconstrained optimization problems
- Function Minimization Without Evaluating Derivatives - a Review
- A Rapidly Convergent Descent Method for Minimization
- On the limited memory BFGS method for large scale optimization
- Updating Quasi-Newton Matrices With Limited Storage
- Testing Unconstrained Optimization Software
- A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization
- Some numerical experiments with variable-storage quasi-Newton algorithms
- A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
- NUMERICAL EXPERIENCE WITH LIMITED-MEMORY QUASI-NEWTON AND TRUNCATED NEWTON METHODS