HELP!
I am looking for a good subroutine library to do constrained and
unconstrained non-linear optimisation. I already use the IMSL library on our
VAX under VMS but I find that the routines operate poorly: they often take
too many iterations to converge and sometimes they stall or simply don't
converge. I can solve the same problems with the NLIN procedure in SAS with
far less iterations but I have a very large number of such problems to solve
and SAS would simply not be practical.
Pierre Gagnon
Institut Maurice-Lamontagne
P.O. Box 1000
Mont-Joli (Quebec) CANADA
G5H 3Z4
--
Domain: curtiss at umiacs.umd.edu Phillip Curtiss
UUCP: uunet!mimsy!curtiss UMIACS - Univ. of Maryland
Phone: +1-301-405-6710 College Park, Md 20742
