Algorithm 734

Algorithm 734. A Fortran 90 code for unconstrained nonlinear minimization. This paper describes a Fortran 90 implementation of ACM Transactions on Mathematical Software Algorithm 630, a minimization algorithm designed for use in a limited-memory environment. It includes implementation of the Buckley-LeNir method, Nocedal’s limited memory algorithm, and an experimental limited-memory implementation of a factored update due to Powell, as well as a fairly standard quasi-Newton implementation due originally to Shanno. This algorithm uses a number of the new features of Fortran 90 to offer capabilities that were not formerly available. (Source:

This software is also peer reviewed by journal TOMS.

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