Title:
Gauss_Constrained_Optimization.ZIP
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Description: CO is an applications module written in the GAUSS programming language. It solves the Nonlinear Programming problem, subject to general constraints on the parameters- linear or nonlinear, equality or inequality, using the Sequential Quadratic Programming method in combination with several descent methods selectable by the user- Newton-Raphson, quasi-Newton (BFGS and DFP), and scaled quasi-Newton. There are also several selectable line search methods. A Trust Region method is also available which prevents saddle point solutions. Gradients can be user-provided or numerically calculated.
File list (Check if you may need any files):
README.co
chkargs.exe
Fixed.co
ginstall.bat
opt3toco
nlin.sim
co2.e
co3.e
co4.e
co5.e
co6.e
co7.e
nlin.dat
co1.e
co.lcg
gradient.src
co.ext
co.src
cocheck.src
coutil.src
gradient.dec
gradient.ext
co.dec
