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, quasi-Newton (BFGS and DFP), and scaled quasi-Newton. There are also several selectable line search methods. A Trust Region method is also available which prevents saddle point solutions. Gradients can be user-provided or numerically calculated. -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, quasi-Newton (BFGS and DFP), and scaled quasi-Newton. There are also several selectable line search methods. A Trust Region method is also available which prevents saddle point solutions. Gradients can be user-provided or numerically calculated.




File list:
chkargs.exe
co.dec
co.ext
co.lcg
co.src
co1.e
co2.e
co3.e
co4.e
co5.e
co6.e
co7.e
cocheck.src
coutil.src
Fixed.co
ginstall.bat
gradient.dec
gradient.ext
gradient.src
nlin.dat
nlin.sim
opt3toco
README.co