Michael Powells fortran 77 code BOBYQA
is ported to fortran 95 with a more modern fortran 95 user interface. The objective function is made an argument to the minimization routine. That way several different functions can be minimized within the same program.
The minimization routine does not use derivatives, only function values and a quadratic model is used instead.
The assumption is that the objective function evaluation is expensive and the code tries to use as few function values as possible.
Features
- nice fortran 95 user interface. Powerful minimization routine.
Follow bobyqa-fortran95
Other Useful Business Software
$300 Free Credits to Build on Google Cloud
Put your $300 in credit toward real workloads, then keep building with free monthly usage for 20+ products. No commitment and no charge until you upgrade.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of bobyqa-fortran95!