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IMSL Routines for Optimization

IMSL Routines for Optimization

Unconstrained Minimization

IMSL_FMIN: (Univariate Function) Using function and possibly first derivative values.

IMSL_FMINV: (Multivariate Function) Using quasi-Newton method.

IMSL_NLINLSQ: (Nonlinear Least Squares) Using Levenberg-Marquardt algorithm.

Linearly Constrained Minimization

IMSL_LINPROG: Dense linear programming.

IMSL_QUADPROG: Quadratic programming.

Nonlinearly Constrained Minimization

IMSL_CONSTRAINED_NLP: Using a sequential equality constrained quadratic programming method.

IMSL_MINCONGEN: Minimize a general objective function.

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