G2h1a2: User provides first derivatives


E04KDF   Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (comprehensive)
E04KYF   Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04KZF   Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (easy-to-use)
E04UFF/E04UFA   Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive)
E04USF/E04USA   Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive)
E04WDF   Solves the nonlinear programming (NP) problem

NAG Fortran Library
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2004