CO - Constrained Optimization
CO is an applications module written in the GAUSS programming language It solves the Nonlinear Programming problem, subject to general constraints on the parameters - linear or nonlinear, equality or inequality, using the Sequential Quadratic Programming method in combination with several descent methods selectable by the user - Newton-Raphson, BFGS, DFP. There are also several selectable line search methods. Gradients can be user-provided or numerically calculated.
CO comes as source code and requires the GAUSS programming language software. It is available for Windows95, OS/2, DOS, and major unix platforms.
For further information: http://www.aptech.com>
[此贴子已经被作者于2005-1-15 14:39:59编辑过]


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