D.9 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.

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