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.
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