Numerical Optimizers Overview

The OR-DBM MRMC sofware uses numerical optimizers.  The table below lists optimizers we have found useful for current and past projects.  There is a page for each of the optimizers that provides information on each optimizer such as its purpose, publication references, an abstract, the license under which it is offered, the language in which it is written, and the URL for obtaining it.

Numerical Optimizers

TENMIN: Unconstrained optimizer of a nonlinear function of n variables (n <= 100)

TOMS566: Testing unconstrained optimization software

TOMS573: Solving nonlinear least-squares problems (unconstrained optimization)

TOMS611: Unconstrained minimization

TOMS630: Unconstrained minimization in a limited-memory environment

TOMS716: Curve fitting via tension spline interpolation

TOMS717: Unconstrained or simply bounded minimization

TOMS734: Unconstrained minimization in a limited-memory environment

TOMS739: Unconstrained optimization using tensor methods

TOMS765: Large, sparse, unconstrained optimization using tensor methods

TOMS768: Solving systems of nonlinear equations

TOMS778: Large-scale bound-constrained or unconstrained optimization with limited memory

UNCMIN: Unconstrained minimization