Additional interfaces

COBYLA

This package is a direct search method for inequality constrained problems, that models the objective and constraint function by linear interpolation and does not use derivatives. It is available from Professor M.J.D. Powell, DAMTP, Cambridge University, Cambridge, UK (e-mail address: mjdp@damtp.cambridge.ac.uk).

TENMIN

This package is intended for problems where the cost of storing one n by n matrix (where n is the number of variables), and factoring it at each iteration, is acceptable. The software allows the user to choose between a tensor method for unconstrained optimization, and an analogous standard method based upon a quadratic model. The tensor method bases each iteration upon a specially constructed fourth-order model of the objective function that is not significantly more expensive to form, store, or solve than the standard quadratic model. TENMIN is available via anonymous ftp from ftp.cs.colorado.edu, in the directory pub/cs/distribs/tensor. Any questions about this software should be addressed to: eskow@cs.colorado.edu

The interface includes the scripts sdten.* and ten.*, the driver tenma.f, and the file README.tenmin. The driver was originally written by Ali Bouaricha, of CERFACS, Toulouse, France.

NPSOL

This package is designed to minimize smooth functions subject to constraints, which may include simple bounds, linear constraints, and smooth nonlinear constraints. The software uses a sequential quadratic programming algorithm, where bounds, linear constraints and nonlinear constraints are treated separately. Unlike MINOS, NPSOL stores all matrices in dense format, and is therefore not intended for large sparse problems. NPSOL is available from the Office of Technology Licensing at Stanford University.

The interface includes the scripts sdnps.* and nps.* the driver npsma.f, an options file NPSOL.SPC, and the file README.npsol. The driver is based on one written by Peihuang Chen of Northwestern University, Chicago, U.S.A.

VA15

This package solves general nonlinear unconstrained problems using a limited memory BFGS method. It is intended for large-scale problems. VA15 is part of the Harwell Subroutine Library, 1993. It is distributed United Kingdom Atomic Energy Authority, Harwell, subject to certain license agreements. It is copyrighted jointly by the UKAEA and SERC (Science and Engineering Research Council).

The interface includes the scripts sdlmq.* and lmq.*, and the driver va15ma.f.

MINOS 5.5

The interface written for MINOS 5.4 works without change for MINOS 5.5.