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| M1QN3 |
| Computer languages | fortran77 + |
|---|---|
| Documentation note | http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3-documentation.html |
| Full description | The routine M1QN3 has been designed to min … The routine M1QN3 has been designed to minimize functions depending on a very large number of variables (several hundred million is sometimes possible) not subject to constraints. It implements a limited memory quasi-Newton technique (the L-BFGS method of J. Nocedal) with a dynamically updated scalar or diagonal preconditioner. It uses line-search to enforce global convergence; more precisely, the step-size is determined by the Fletcher-Lemaréchal algorithm and realizes the Wolfe conditions. gorithm and realizes the Wolfe conditions. |
| Homepage URL | http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3.html + |
| Interface | library + |
| Is GNU | false + |
| Keywords | math + , mathematics + , function + , functions + , Constraints + , solver + , variables + , Fortran + , solving + |
| Last review by | Kelly Hopkins + |
| Last review date | 14 January 2009 + |
| License | GPLv3 + |
| License verified by | Kelly Hopkins + |
| License verified date | 14 January 2009 + |
| Name | M1QN3 + |
| Real name | Claude Lemarechal + , Jean-Charles Gilbert + |
| Resource URL | http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3-download.php + , http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3-authors.html + |
| Resource audience | Developer + , Support + |
| Resource kind | Download + , E-mail + |
| Revisionid | 2,245 + |
| Revisiontimestamp | 12 April 2011 13:12:45 + |
| Revisionuser | WikiSysop + |
| Role | Maintainer + |
| Short description | A solver of large-scale unconstrained minimization problems. + |
| Submitted by | Database conversion + |
| Submitted date | 1 April 2011 + |
| User level | intermediate + |
| Version date | 14 January 2009 + |
| Version download | http://www-rocq.inria.fr/estime/modulopt/optimization-routines/m1qn3/m1qn3-3.2-distrib.tgz + |
| Version identifier | 3.2 + |
| Version status | mature + |
| Modification dateThis property is a special property in this wiki. | 24 May 2012 23:17:28 + |
| Page has default formThis property is a special property in this wiki. | Entry + |
| EmailThis property is a special property in this wiki. | Claude.Lemarechal@inrialpes.fr + , Jean-Charles.Gilbert@inria.fr + |
| hide properties that link here |
| M1QN3#5 + | License of |
|---|---|
| M1QN3#1 + , M1QN3#2 + | Person of |
| M1QN3#3 + , M1QN3#4 + | Resource of |
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