Remark on Algorithm 566

Victoria Z. Averbukh, Samuel Figueroa, Tamar Schlick

Research output: Contribution to journalArticle

Abstract

We report the development of second-derivative FORTRAN routines to supplement Algorithm 566 developed by J. More´ et al. 1994. Algorithm 566 provides function and gradient subroutines of 18 test functions for multivariate minimization. Our supplementary Hessian segments enable users to test optimization software that requires second derivative information. Eigenvalue analysis throughout the minimization is now possible, with the goal of better understanding progress by different minimization algorithms and the relation of progress to eigenvalue distribution and condition number.

Original languageEnglish (US)
Pages (from-to)282-285
Number of pages4
JournalACM Transactions on Mathematical Software (TOMS)
Volume20
Issue number3
DOIs
StatePublished - Jan 9 1994

Keywords

  • Hessian subroutines

ASJC Scopus subject areas

  • Software
  • Applied Mathematics

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