The Design and Structure of a Fortran Program Library for Optimization

Abstract : This paper discusses in substantial detail the design principles and structure of an existing Fortran program library whose primary application is to solve optimization problems. Such a discussion not only helps to clarify the scope of application for potential users of the library, but also is useful for workers on other software projects. The fundamental objectives of the present library have been to produce sound, careful implementations of reliable methods that represent the state of the art in numerical optimization. The general implications of these overall design aims are presented, as well as specific instances of the results of decisions to include particular desirable features. (Author)

[1]  Edsger W. Dijkstra,et al.  Notes on structured programming , 1970 .

[2]  C. D. Boor,et al.  CADRE: AN ALGORITHM FOR NUMERICAL QUADRATURE , 1971 .

[3]  John R. Rice THE CHALLENGE FOR MATHEMATICAL SOFTWARE , 1971 .

[4]  Roger Fletcher,et al.  FORTRAN subroutines for minimization by quasi-Newton methods , 1972 .

[5]  R. Fletcher Methods for the solution of optimization problems , 1972 .

[6]  Tony Hoare,et al.  Hierarchical Program Structures , 1972 .

[7]  P. Gill,et al.  Quasi-Newton Methods for Unconstrained Optimization , 1972 .

[8]  J. H. Wilkinson,et al.  Handbook for Automatic Computation. Vol II, Linear Algebra , 1973 .

[9]  Susan Powell,et al.  Fortran codes for mathematical programming: linear, quadratic and discrete , 1973 .

[10]  Barbara G. Ryder,et al.  The pfort verifier , 1974, Softw. Pract. Exp..

[11]  Donald E. Knuth,et al.  Structured Programming with go to Statements , 1974, CSUR.

[12]  W. Cody The Construction of Numerical Subroutine Libraries , 1974 .

[13]  Richard F. Sincovec,et al.  Software for Nonlinear Partial Differential Equations , 1975, TOMS.

[14]  Y. Wang,et al.  The Influence of the Compiler on the Cost of Mathematical Software—in Particular on the Cost of Triangular Factorization , 1975, TOMS.

[15]  Charles T. Zahn,et al.  Structured control in programming languages , 1975, AFIPS '75.

[16]  Alan C. Hindmarsh,et al.  A Polyalgorithm for the Numerical Solution of Ordinary Differential Equations , 1975, TOMS.

[17]  William J. Cody,et al.  The FUNPACK Package of Special Function Subroutines , 1975, TOMS.

[18]  J. Lambert Computer Solution of Ordinary Differential Equations , 1976 .

[19]  James N. Lyness,et al.  Comments on the Nature of Automatic Quadrature Routines , 1976, TOMS.

[20]  H. A. Watts,et al.  Solving Nonstiff Ordinary Differential Equations—The State of the Art , 1976 .

[21]  Charles L. Lawson,et al.  On the discovery and description of mathematical programming algorithms , 1976 .

[22]  W. J. Cody,et al.  An Overview of Software Development for Special Functions , 1976 .

[23]  W. T. Hardgrave Positional versus keyword parameter communication in programming languages , 1976, SIGP.

[24]  J. K. Reid,et al.  Three proposed amendments to the draft proposed ANS FORTRAN Standard , 1977, SGNM.

[25]  Leon S. Lasdon,et al.  Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming , 1978, TOMS.