Remark on Algorithm 566
- 1 September 1994
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 20 (3) , 282-285
- https://doi.org/10.1145/192115.192128
Abstract
We report the development of second-derivative FORTRAN routines to supplement Algorithm 566 developed by J. More´ et al. ( ACM Trans. Math. Softw. 7, 14-41, 136–140, 1981). 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.Keywords
This publication has 2 references indexed in Scilit:
- Algorithm 566: FORTRAN Subroutines for Testing Unconstrained Optimization Software [C5], [E4]ACM Transactions on Mathematical Software, 1981
- Testing Unconstrained Optimization SoftwareACM Transactions on Mathematical Software, 1981