FACTUNC: A User-Friendly System for Unconstrained Optimization

摘要

FACTUNC is a system for solving unconstrained minimization problems based on the concept of factorable programming. The concept enables the user to provide the problem function and data in a user friendly way and does not require user-supplied derivatives. The system utilizes the factorable function concept to obtain the first and second derivatives required for unconstrained optimization. As a system for nonlinear minimization, FACTUNG allows several options. First the user can solve regression (nonlinear least squares) problems by providing the regression equation and the data for the dependent and independent variables. The second option allows for the minimization of the sum of an indexed function. The user provides the function, and the indexed data. The third option is simply to minimize a function supplied by the user. Utilizing barrier function methodology, the third option can sometimes be used to solve constrained problems.