REMARK ON ALGORITHM-566

Citation
Vz. Averbukh et al., REMARK ON ALGORITHM-566, ACM transactions on mathematical software, 20(3), 1994, pp. 282-285
Citations number
3
Categorie Soggetti
Computer Sciences",Mathematics
ISSN journal
00983500
Volume
20
Issue
3
Year of publication
1994
Pages
282 - 285
Database
ISI
SICI code
0098-3500(1994)20:3<282:ROA>2.0.ZU;2-L
Abstract
We report the development of second-derivative FORTRAN routines to sup plement Algorithm 566 developed by J. More et al. (ACM Trans. Math. So ftw. 7, 14-41, 136-140, 1981). Algorithm 566 provides function and gra dient subroutines of 18 test functions for multivariate minimization. Our supplementary Hessian segments enable users to test optimization s oftware that requires second derivative information. Eigenvalue analys is throughout the minimization is now possible, with the goal of bette r understanding progress by different minimization algorithms and the relation of progress to eigenvalue distribution and condition number.