UNCMND
NCMND minimizes a smooth nonlinear function of n variables. A subroutine that computes the function value at any point must be supplied, but derivative values are not required. UNCMND provides a simple interface to more flexible lower level routines. User has no control over options.
(Source: http://plato.asu.edu)
Keywords for this software
References in zbMATH (referenced in 100 articles )
Showing results 1 to 20 of 100.
Sorted by year (- Childs, Andrew M.; Liu, Jin-Peng: Quantum spectral methods for differential equations (2020)
- Corless, Robert M.; Sevyeri, Leili Rafiee: The Runge example for interpolation and Wilkinson’s examples for rootfinding (2020)
- Hartung, Tobias; Jansen, Karl; Leövey, Hernan; Volmer, Julia: Avoiding the sign problem in lattice field theory (2020)
- Nechepurenko, Yuri; Khristichenko, Michael; Grebennikov, Dmitry; Bocharov, Gennady: Bistability analysis of virus infection models with time delays (2020)
- Sklyarova, Ekaterina V.; Nechepurenko, Yuri M.; Bocharov, Gennady A.: Numerical steady state analysis of the Marchuk-Petrov model of antiviral immune response (2020)
- Xue, Shuqi; Feliciani, Claudio; Shi, Xiaomeng; Jiang, Rui: Understanding the single-file dynamics of bicycle traffic from the perspective of car-following models (2020)
- Ayensa-Jiménez, Jacobo; Doweidar, Mohamed H.; Sanz-Herrera, Jose A.; Doblaré, Manuel: An unsupervised data completion method for physically-based data-driven models (2019)
- Liu, Hailiang; Qian, Linrui: Alternating evolution methods for static Hamilton-Jacobi equations (2019)
- Dholey, S.: On the fluid dynamics of unsteady separated stagnation-point flow of a power-law fluid on the surface of a moving flat plate (2018)
- Guterding, Daniel; Boenkost, Wolfram: The Heston stochastic volatility model with piecewise constant parameters -- efficient calibration and pricing of window barrier options (2018)
- Junqué de Fortuny, Enric; Martens, David; Provost, Foster: Wallenius Bayes (2018)
- Wei, Zheng; Kim, Daeyoung: On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (2018)
- Zakharchenko, Vladimir D.; Kovalenko, Ilya G.: Best approximation of the fractional semi-derivative operator by exponential series (2018)
- Andréasson, Johan G.; Shevchenko, Pavel V.; Novikov, Alex: Optimal consumption, investment and housing with means-tested public pension in retirement (2017)
- Benner, Peter; Kürschner, Patrick; Saak, Jens: Frequency-limited balanced truncation with low-rank approximations (2016)
- Dresvyanskaya, Nadezhda Vladimirovna: The analysis of the behavior of generators in the two-level market model of functioning of the EPS (2016)
- Exner, Pavel; Březina, Jan: Partition of unity methods for approximation of point water sources in porous media (2016)
- Krasnikov, Sergey D.; Kuznetsov, E. B.: Numerical continuation of solution at a singular point of high codimension for systems of nonlinear algebraic or transcendental equations (2016)
- Oliveira, Beñat; Afonso, Juan Carlos; Zlotnik, Sergio: A Lagrangian-Eulerian finite element algorithm for advection-diffusion-reaction problems with phase change (2016)
- Alouges, François; Aussal, Matthieu: The sparse cardinal sine decomposition and its application for fast numerical convolution (2015)