Software:TOLMIN (optimization software)
TOLMIN [1][2] is a numerical optimization algorithm by Michael J. D. Powell. It is also the name of Powell's Fortran 77 implementation of the algorithm.
TOLMIN seeks the minimum of a differentiable nonlinear function subject to linear constraints (equality and/or inequality) and simple bounds on variables. Each search direction is calculated so that it does not intersect the boundary of any inequality constraint that is satisfied and that has a "small" residual at the beginning of the line search. The meaning of "small" depends on a parameter called TOL which is automatically adjusted, and which gives the name of the software.
Features of the software include: quadratic approximations of the objective function whose second derivative matrices are updated by means of the BFGS formula, active sets technique, primal-dual quadratic programming procedure for calculation of the search direction.
The TOLMIN software is distributed under The GNU Lesser General Public License (LGPL).[2]
See also
References
- ↑ Powell, M. J. D. (1989). "A tolerant algorithm for linearly constrained optimization calculations". Mathematical Programming (Springer) 45: 547–566. doi:10.1007/BF01589118.
- ↑ 2.0 2.1 "Source code of TOLMIN software". http://zhangzk.net/software.html#tolmin. Retrieved 2015-04-06.
External links
- PDFO — Powell's derivative-free optimization solvers (MATLAB and Python interfaces for Powell's Fortran solvers)
- Optimization software by Professor M. J. D. Powell at CCPForge
- A repository of Professor M. J. D. Powell's software
- Nonlinear Programming Packages --- TOLMIN
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