kinsol
The kinsol
library (http://www.llnl.gov/CASC/sundials/)
contains sophisticated routines for non-linear optimization and
constrained non-linear optimization, some of which are available to
virtual code applications by way of functions expressed as shown.
library('kinsol',k)
The function name k
is a string of the form
'
xy_
zzzzz'
. The field zzzzz specifies
the optimization algorithm, which can be one of dense
,
gmres
, bicgs
, or tfqmr
, following the names used
by the API for kinsol
in C. The field y determines
the way gradients are obtained, which is either j
for a user
supplied Jacobian, or d
for finite differences computed by
kinsol
. The remaining field x is either c
for
constrained optimization, or u
for unconstrained. Hence, the
whole function name can be one of sixteen possible alternatives.
cd_dense cd_gmres cd_bicgs cd_tfqmr ud_dense ud_gmres ud_bicgs ud_tfqmr cj_dense cj_gmres cj_bicgs cj_tfqmr uj_dense uj_gmres uj_bicgs uj_tfqmr
More specific information about the optimization algorithms can be
found in the kinsol
documentation at the above
address. Different algorithms may perform better on different
problems.