IMSL Mathematics Reference Guide > Optimization
  

Optimization
 
This section contains the following topics:
*Unconstrained Minimization
* FMIN Function (PV-WAVE Advantage)—(Univariate Function) Using function and possibly first derivative values.
* MIN_UNCON_GOLDEN Function (PV-WAVE Advantage)—(Univariate Function) Finds the minimum point of a nonsmooth function of a single variable using the golden section search method.
* FMINV Function (PV-WAVE Advantage)—(Multivariate Function) Using quasi-Newton method.
* NLINLSQ Function (PV-WAVE Advantage)—(Nonlinear Least Squares) Using Levenberg-Marquardt algorithm.
*Linearly Constrained Minimization
* LINEAR_PROGRAMMING Function (PV-WAVE Advantage)—Minimizes the Euclidean scalar product <c,x> on Rn, for fixed c, linear constraints bl Ax bu, and bounds xl x xu.
* LINPROG Function (PV-WAVE Advantage)—Dense linear programming.
* QUADPROG Function (PV-WAVE Advantage)—Quadratic programming.
* MINCONGEN Function (PV-WAVE Advantage)—Minimize a general objective function.
*Nonlinearly Constrained Minimization
* NONLINPROG Function (PV-WAVE Advantage)—Using successive quadratic programming method.
* CONSTRAINED_NLP Function (PV-WAVE Advantage)—Using a sequential equality constrained quadratic programming method.

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