Remark on Algorithm 566

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Remark on Algorithm 566

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 20 , Issue 3 (September 1994) table of contents

Pages: 282 - 285

Year of Publication: 1994

ISSN:0098-3500

Authors

Victoria Z. Averbukh	New York University
Samuel Figueroa	New York University
Tamar Schlick	New York University

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 4, Downloads (12 Months): 21, Citation Count: 1

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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.

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	V. Averbukh , S. Figueroa , T. Schlick, HESFCN - A Fortran package of Hessian Subroutines for Testing Nonlinear Optimization Software, New York University, New York, NY, 1992
	2	Jorge J. Moré , Burton S. Garbow , Kenneth E. Hillstrom, Testing Unconstrained Optimization Software, ACM Transactions on Mathematical Software (TOMS), v.7 n.1, p.17-41, March 1981 [doi>10.1145/355934.355936]
	3	J. J. Moré , Burton S. Garbow , Kenneth E. Hillstrom, Algorithm 566: FORTRAN Subroutines for Testing Unconstrained Optimization Software [C5], [E4], ACM Transactions on Mathematical Software (TOMS), v.7 n.1, p.136-140, March 1981 [doi>10.1145/355934.355943]