TOMS454
The Complex Method for Constrained Optimization


TOMS454 is a FORTRAN77 library which implements ACM TOMS algorithm 454, for the complex method of constrained optimization.

The text of many ACM TOMS algorithms is available online through ACM: http://www.acm.org/pubs/calgo or NETLIB: http://www.netlib.org/toms/index.html.

Languages:

TOMS454 is available in a FORTRAN77 version.

Reference:

  1. Joel Richardson, JL Kuester,
    Algorithm 454: The Complex Method for Constrained Optimization,
    Communications of the ACM,
    August 1973, Volume 16, Number 8, pages 487-489.

Source Code:

Examples and Tests:

TOMS454_PRB1 implements the Box problem.

TOMS454_PRB2 implements the Post Office problem.

TOMS454_PRB3 implements the Beveridge and Schechter problem.

List of Routines:

You can go up one level to the FORTRAN77 source codes.


Last revised on 24 January 2006.