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GRG2: an all FORTRAN general purpose nonlinear optimizer

GRG2: an all FORTRAN general purpose nonlinear optimizer GRG2 solves nonlinear optimization problems in which the objective and constraint functions can have nonlinearities of any form but should be differentiable. Both single and double precision versions are available for computers of all major vendors. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png ACM SIGMAP Bulletin Association for Computing Machinery

GRG2: an all FORTRAN general purpose nonlinear optimizer

Lasdon, Leon S.; Waren, Allan D.
ACM SIGMAP Bulletin , Volume (30) – Feb 1, 1981
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References (5)

Publisher
Association for Computing Machinery
Copyright
Copyright © 1981 by ACM Inc.
ISSN
0163-5786
DOI
10.1145/1111268.1111270
Publisher site
See Article on Publisher Site

Abstract

GRG2 solves nonlinear optimization problems in which the objective and constraint functions can have nonlinearities of any form but should be differentiable. Both single and double precision versions are available for computers of all major vendors.

Journal

ACM SIGMAP Bulletin – Association for Computing Machinery

Published: Feb 1, 1981

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