FPL Statistics Group





Nonlinear Optimization Java Package

New as of 5/10/10 --- Dr.-Ing. Andreas Maier reports that he has created a version of the fmin and Uncmin codes that permits "the parallel evaluation of functions, gradients, and Hessians (for computationally expensive functions)." The package can be obtained at www5.informatik.uni-erlangen.de/research/software/java-parallel-optimization-package/

Currently (as of 8/8/05) this package contains Java translations of the 1-dimensional minimization routine, fmin, the multi-dimensional minimization routine Uncmin, the MINPACK nonlinear least squares routines (lmder1, lmder, lmdif1, and lmdif), and the SLATEC 1-dimensional zero-finding routine, dfzero. Eventually, the package will also contain Java translations of some of the MINPACK nonlinear equation solvers.

The 1-dimensional minimization routine is an unofficial Java translation of the FORTRAN version of the public domain fmin routine that can be found at www.netlib.org/go/fmin.f.

The multi-dimensional minimization routine is an unofficial Java translation of the public domain FORTRAN Uncmin package (umdpn.f). For documentation see Dennis and Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Prentice-Hall, 1983, and Schnabel, Koontz, and Weiss, "A Modular System of Algorithms for Unconstrained Minimization," ACM Transactions of Mathematical Software, 1985, pages 419 -- 440.

Uncmin can perform unconstrained nonlinear optimizations. Here is information about constrained nonlinear optimizations.

The nonlinear least squares routines are unofficial Java translations of the FORTRAN versions of the public domain MINPACK nonlinear least squares routines that can be found at www.netlib.org/minpack.

The 1-dimensional zero-finding routine is an unofficial Java translation of the FORTRAN version of the public domain SLATEC dfzero routine that can be found at netlib. Either go to www.netlib.org and do a search for dfzero.f, or go to www.netlib.org/slatec and download the entire SLATEC library.

Warning!!!