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. (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.

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

Fingerprint

Second derivative
D.3.2 [Programming Languages]: Language Classifications - Fortran
Eigenvalue Analysis
Eigenvalue Distribution
FORTRAN (programming language)
Condition number
Derivatives
Test function
Subroutines
Gradient
Software
Optimization

ASJC Scopus subject areas

  • Computer Graphics and Computer-Aided Design
  • Software
  • Safety, Risk, Reliability and Quality
  • Applied Mathematics

Cite this

Remark on algorithm 566. / Averbukh, Victoria Z.; Figueroa, Samuel; Schlick, Tamar.

In: ACM Transactions on Mathematical Software, Vol. 20, No. 3, 09.1994, p. 282-285.

Research output: Contribution to journalArticle

Averbukh, Victoria Z. ; Figueroa, Samuel ; Schlick, Tamar. / Remark on algorithm 566. In: ACM Transactions on Mathematical Software. 1994 ; Vol. 20, No. 3. pp. 282-285.
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