IDL Analyst Reference Guide: Optimization

Optimization Routines

Unconstrained Minimization

IMSL_FMIN—(Univariate Function) Using function and possibly first derivative values.

IMSL_FMINV—(Multivariate Function) Using quasi-Newton method.

IMSL_NLINLSQ—(Nonlinear Least Squares) Using Levenberg-Marquardt algorithm.

Linearly Constrained Minimization

IMSL_LINPROG—Dense linear programming.

IMSL_QUADPROG—Quadratic programming.

Nonlinearly Constrained Minimization

IMSL_MINCONGEN—Minimize a general objective function.

IMSL_CONSTRAINED_NLP—Using a sequential equality constrained quadratic programming method.

  IDL Online Help (March 06, 2007)