The Design and Structure of a Fortran Program Library for Optimization

Subscribe (Full Service)


	Search: The ACM Digital Library The Guide

	Feedback

The Design and Structure of a Fortran Program Library for Optimization

Full text

Pdf (1.99 MB)

Source

ACM Transactions on Mathematical Software (TOMS) archive
Volume 5 , Issue 3 (September 1979) table of contents

Pages: 259 - 283

Year of Publication: 1979

ISSN:0098-3500

Authors

Philip E. Gill	Department of Operations Research, Stanford University, Stanford, CA
Walter Murray	Department of Operations Research, Stanford University, Stanford, CA
Susan M. Picken	Division of Numerical Analysis and Computing, National Physical Laboratory, Teddington, England
Maragret H. Wright	Department of Operations Research, Stanford University, Stanford, CA

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 12, Downloads (12 Months): 48, Citation Count: 8

Additional Information:

references cited by index terms collaborative colleagues

Tools and Actions:	Request Permissions Review this Article Save this Article to a Binder Display Formats: BibTeX EndNote ACM Ref

DOI Bookmark:	Use this link to bookmark this Article: http://doi.acm.org/10.1145/355841.355844 What is a DOI?

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	American National Standards Institute. USA Standard Fortran, Rep. USASI X 3.9-1966, ANSI, New York.
	2	G. D. Byrne , A. C. Hindmarsh, A Polyalgorithm for the Numerical Solution of Ordinary Differential Equations, ACM Transactions on Mathematical Software (TOMS), v.1 n.1, p.71-96, March 1975 [doi>10.1145/355626.355636]
	3	CODY, W.J. An overview of software development for special functions. In Numerwal Analysis, Dundee, 1975, Lecture Notes In Mathematzcs No. 506, Springer-Verlag, New York, 1976, pp. 38- 48.
	4	CODY, W.J. The construction of numerical subroutine libraries. SIAM ReD. 16 (1974), 36-46.
	5	W. J. Cody, The FUNPACK Package of Special Function Subroutines, ACM Transactions on Mathematical Software (TOMS), v.1 n.1, p.13-25, March 1975 [doi>10.1145/355626.355631]
	6	Cox, M.G. A data fitting package for the non-speclahst user. In Software for Numerwal Mathematics, D.J. Evans, Ed., Academic Press, New York, 1974, pp. 235-251.
	7	Paul Cress , Paul Dirksen , J. Wesley Graham, FORTRAN IV with WATFOR and WATFIV, Prentice Hall Press, Upper Saddle River, NJ, 1970
	8	DAHL, O.-J., AND HOARE, C A.R. Hierarchical program structures. In Structured Programming, by O.-J. Dahl, E W. Dijkstra, and C.A.R. Hoare, Academic Press, New York, 1972, pp. 175-220.
	9	DAVIS, P.J., AND RABINOWITZ P Numerwal Integration. Blaisdeil, London, 1967.
	10	DE BOOR, C. CADRE an algorithm for numerical quadrature. In Mathematical Software, J.R. Rice, Ed, Academic Press, New York, 1971, pp. 417-449.
	11	DE BOOR, C On writing an automatic integration algorithm In Mathematwal Software, J.R. Rice, Ed., Academic Press, New York, 1971, pp. 201-209.
	12	DIJKSTRA, E.W. Notes on structured programming. In Structured Programming, by O.-J. Dahl, W. Dijkstra, and C A.R. Hoare, Academic Press, New York, 1972, pp. 1-81.
	13	DIXON, V.A. Numerical quadrature--a survey of the available algorithms. In Software for Numerwal Mathematics, D.J. Evans, Ed., Academic Press, New York, 1974, pp. 105-137.
	14	DONGARRA, J.J Fortran BLAS timing, LINPACK Working Note 3, Appl. Math. DID., Argonne Nat. Lab., Argonne, Ill., 1977.
	15	FLETCHER, R Fortran subroutines for minimization by quasi-Newton methods. Rep. AERE- R7125, AERE Harwell, England, 1972.
	16	FLETCHER, R Methods for the solution of optimization problems, Comput. Phys. Comm. 3 (1972), 159-172.
	17	FORD, B., AND HAGUE, S.J. The organization of numerical algorithms libraries. In Software for Numerwal Mathematws, D.J Evans, Ed., Academm Press, New York, 1974, pp. 357-372.
	18	B. Ford , J. K. Reid , B. T. Smith, Three proposed amendments to the draft proposed ANS FORTRAN Standard, ACM SIGNUM Newsletter, v.12 n.1, p.18-20, March 1977 [doi>10.1145/1058028.1058029]
	19	GILL, P E, AND MURRAY, W. Quasi-Newton methods for unconstrained optimization. J. Inst. Math Appl. 9 (1972), 91-108.
	20	GILL, P.E., AND MURRAY, W. Safeguarded steplength algorithms for optimization using descent methods. Rep. NAC-37, Nat. Phys. Lab., Teddmgton, England, 1974.
	21	GILL, P.E., AND MURRAY, W. EDS. Numerwal Methods for ConstramedOptimlzation. Academic Press, New York, 1974.
	22	GILL, P.E., MURRAY, W., PICKEN, S.M., BARBER, H.M., AND WRIGHT, M,H. Subroutine LINSCH. Rep. E4/15/0/Fortran/02/76, Nat. Phys. Lab., Teddington, England, 1976.
	23	GILL, P.E., MURRAY, W., PICKEN, S.M., BARBER, H.M., AND WRIGHT, M.H. Subroutine LNSRCH. Rep. E4/16/0/Fortran/02/76, Nat. Phys. Lab., Teddington, England, 1976.
	24	GILL, P.E., MURRAY, W., PICKEN, S.M., AND WRIGHT, M.H. The design and structure of a Fortran program library for optimization. Rep. SOL 77-7, Dep. Operations Research, Stanford U., 1977.
	25	GILL, P.E., MURRAY, W., PICKEN, S.M., WRIGHT, M.H., ANI) BARBER, H.M. Subroutine FRMDEL. Rep. E4/06/0/Fortran/11/75, Nat. Phys. Lab., Teddington, England, 1975.
	26	GILL, P.E., MURRAY, W., PICKEN, S.M., WRIGHT, M.H., AND BARBER, H.M. Subroutine UCFDQ2. Rep E4/09/0/Fortran/11/75, Nat. Phys. Lab., Teddington, England, 1975.
	27	GILL, P.E., MURRAY, W., PICKEN, S.M., WRIGHT, M.H., AND GRAHAM, S.R. Subroutine QNMDER. Rep. FA/02/0/Fortran/11/75, Nat. Phys. Lab., Teddington, England, 1975.
	28	W. T. Hardgrave, Positional versus keyword parameter communication in programming languages, ACM SIGPLAN Notices, v.11 n.5, p.52-58, May 1976 [doi>10.1145/956003.956008]
	29	HILLSTROM, K.E., NAZARETH, L., M!NKOFF, M., MORE, J., AND SMITH, B.T. Progress and planning repot. MINPACK Project, Argonne Nat. Lab., Argonne, Ill., 1976.
	30	JAMES, F, AND ROOS, M. Minuit--a system for function minimization and analysts of the parameter errars and correlations. Comput, Phys. Comm. 10 (1975), 343-367.
	31	KAHANER, D.K. Comparmon of numerical quadrature formulas. In Mathematical Software, J.R. Rice, Ed., Academic Press, New York, 1971, pp. 229-259.
	32	KAHANER, D.K, ED. Los Alamos Quadrature Workshop, Transcript of the Panel Discussion, SIGNUM Newsletter (ACM) I1 (1976), 6-25.
	33	Donald E. Knuth, Structured Programming with go to Statements, ACM Computing Surveys (CSUR), v.6 n.4, p.261-301, Dec. 1974 [doi>10.1145/356635.356640]
	34	KROC, H, F.T. VODQ/SVDQ/DVDQ--variable order integrators for the numerical solution of ordinary differential equations. Section 314, Subroutine Write-Up, Jet Propulsion Lab., Pasadena, Calif., 1969.
	35	KuHI, H. Mathematical function subprograms for basic system libraries--objectives, constraints and trade-off. In Mathematical Software, J.R, Rice, Ed., Academic Press, New York, 1971, pp. 187-199
	36	Ailsa H. Land , S. Powell, FORTRAN Codes for Mathematical Programming: Linear, Quadratic and Discrete, John Wiley & Sons, Inc., New York, NY, 1973
	37	L. S. Lasdon , A. D. Waren , A. Jain , M. Ratner, Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming, ACM Transactions on Mathematical Software (TOMS), v.4 n.1, p.34-50, March 1978 [doi>10.1145/355769.355773]
	38	LAWSON, C.L. On the discovery and description of mathematical programming algorithms. In Numerical Aaalysis: Dundee 1975, Lectures Notes in Mathematics No. 506, Springer-Verlag, Berlin, 1976, PP. 157-165.
	39	LILL, S.A. User documentation for a general numerical library: the NAG approach. In Software for Numerwal Mathematics, D.J. Evans, Ed. Academic Press, New York, 1974, pp. 423-432,
	40	J. N. Lyness , J. J. Kaganove, Comments on the Nature of Automatic Quadrature Routines, ACM Transactions on Mathematical Software (TOMS), v.2 n.1, p.65-81, March 1976 [doi>10.1145/355666.355671]
	41	MURRAY, W., Ed. Numerwal Methods for Unconstrained Optimizatton. Academic Press, New York, 1972.
	42	MYLANDER, W.C., HOLMES, R.L., ANY McCORMICK, G.P. A grade to SUMT--version 4. Rep. RAC-P-63, Research Analysts Corp. McLean, Va., 1974.
	43	B. N. Parlett , Y. Wang, The Influence of the Compiler on the Cost of Mathematical Software—in Particular on the Cost of Triangular Factorization, ACM Transactions on Mathematical Software (TOMS), v.1 n.1, p.35-46, March 1975 [doi>10.1145/355626.355633]
	44	RICE, J.R. The challenge for mathematical software. In Mathematical Software, J.R. Rice, Ed. Academic Press, New York, 1971, pp. 27-41.
	45	ROSEN, J.B., ANY WAGNEB, S. The GPM nonlinear programming subroutine package description and user instructions. Tech. Rep. 75-9, Dep. Comptr. and Inform. Sci., U. of Minnesota, Minneapolis, 1975.
	46	RYVER, B.G. The PFORT verifier, Software-Practice and Experience 4 (1974), 359-377.
	47	SCHONFELDER, J.L. Special functions in the NAG library. In Software for Numerical Mathematics, D.J. Evans, Ed., Academic Press, New York, 1974, pp. 285-300.
	48	SHAMPINE, L.F., ANY GORDON, M.K. Computer Solution of Ordinary Differential Equations. W.H. Freeman, San Francisco, 1975.
	49	SHAMPINE, L.F., WATTS, H.A., AND DAVENPORT, S.M. Solving nonstiff ordinary differential equatmns--the state of the art. SIAM Rev. 18 (1976), 376-411.
	50	Richard F. Sincovec , Niel K. Madsen, Software for Nonlinear Partial Differential Equations, ACM Transactions on Mathematical Software (TOMS), v.1 n.3, p.232-260, Sept. 1975 [doi>10.1145/355644.355649]
	51	SMITH, B.T., BOYLE, J.M., ANY CONY, W.J. The NATS approach to quality software. In Software for Numerical Mathematics, D.J. Evans, Ed., Academic Press, New York, 1974, pp. 393-405.
	52	SMITH, B.T., BOYLE, J.M,, GARBOW, B.S., IKEBE, Y., KLEMA, V.C., AND MOLER, C.B. Matrix
	53	WILKINSON, J.H., AND REINSCH, C. Handbook for Automatw Computation, Vol. II, Linear Algebra. Springer-Verlag, New York, 1971.
	54	ZAHN, C.T., JR. Structured control in programming languages. In AFIPS Conf. Proc., Vol. 44, 1975 Nat. Comptr. Conf., AFIPS Press, Montvale, N.J., 1975, pp. 293-295.

CITED BY 8

	Roy E. Marsten, The Design of the XMP Linear Programming Library, ACM Transactions on Mathematical Software (TOMS), v.7 n.4, p.481-497, Dec. 1981
	Jon L. Bentley , Mary F. Fernandez , Brian W. Kernighan , Norman L. Schryer, Template-driven interfaces for numerical subroutines, ACM Transactions on Mathematical Software (TOMS), v.19 n.3, p.265-287, Sept. 1993
	David M. Gay, Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach, ACM Transactions on Mathematical Software (TOMS), v.9 n.4, p.503-524, Dec. 1983
	Robert B. Schnabel , John E. Koonatz , Barry E. Weiss, A modular system of algorithms for unconstrained minimization, ACM Transactions on Mathematical Software (TOMS), v.11 n.4, p.419-440, Dec. 1985
	Dieter Kraft, Algorithm 733; TOMP—Fortran modules for optimal control calculations, ACM Transactions on Mathematical Software (TOMS), v.20 n.3, p.262-281, Sept. 1994
	Roland W. Freund , Noël M. Nachtigal, QMRPACK: a package of QMR algorithms, ACM Transactions on Mathematical Software (TOMS), v.22 n.1, p.46-77, March 1996
	R. F. Garzia , P. H. Schmidt , M. R. Garzia, Simulation, mathematical modeling and optimization in industrial design: When and how to apply it?, Proceedings of the 12th conference on Winter simulation, p.325-340, December 03-05, 1980, Orlando, FL
	W. J. Cody, Software basics for computational mathematics, ACM SIGNUM Newsletter, v.15 n.2, p.18-29, June 1980