PNEW swMATH ID: 6157 Software Authors: Lukv san, Ladislav; Vlv cek, Jan Description: Algorithm 811: NDA: algorithms for nondifferentiable optimization We present four basic Fortran subroutines for nondifferentiable optimization with simple bounds and general linear constraints. Subroutine PMIN, intended for minimax optimization, is based on a sequential quadratic programming variable metric algorithm. Subroutines PBUN and PNEW, intended for general nonsmooth problems, are based on bundle-type methods. Subroutine PVAR is based on special nonsmooth variable metric methods. Besides the description of methods and codes, we propose computational experiments which demonstrate the efficiency of this approach. Homepage: http://www.cs.cas.cz/luksan/subroutines.html Related Software: DGM; LDGB; NDA; GradSamp; QSM; SolvOpt; PBNCGC; Matlab; MPBNGC; libMC; SQPlab; PLCP; UFO; L-BFGS; INTOPT_90; BARON; PDCO; DFN; DFL; dcc Referenced in: 77 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Algorithm 811: NDA: algorithms for nondifferentiable optimization. Zbl 1070.65552Lukšan, Ladislav; Vlček, Jan 2001 all top 5 Referenced by 121 Authors 10 Barton, Paul I. 10 Stechlinski, Peter G. 9 Bagirov, Adil M. 5 Lukšan, Ladislav 5 Vlček, Jan 5 Yuan, Gonglin 4 Karmitsa, Napsu 4 Mäkelä, Marko Mikael 4 Sagastizábal, Claudia A. 3 Gaudioso, Manlio 3 Hare, Warren L. 3 Haslinger, Jaroslav 3 Wei, Zengxin 2 Ackley, Matthew 2 Baniotopoulos, Charalambos C. 2 Ganjehlou, Asef Nazari 2 Giallombardo, Giovanni 2 Khan, Kamil A. 2 Morávková, Zuzana 2 Ovcharova, Nina 2 Pang, Liping 2 Scott, Joseph K. 2 Shen, Jie 2 Solodov, Mikhail V. 2 Tor, Ali Hakan 2 Ugon, Julien 2 Watson, Harry A. J. 2 Wechsung, Achim 2 Yousefpour, Rohollah 1 Akbari, Zohreh 1 Al Nuaimat, A. 1 Astorino, Annabella 1 Belloni, Alexandre 1 Biganzoli, Elia 1 Bonnans, Joseph Frédéric 1 Boracchi, Patrizia 1 Burachik, Regina Sandra 1 Burke, James V. 1 Christof, Constantin 1 Dao, Minh Ngoc 1 De los Reyes, Juan Carlos 1 de Oliveira, Welington Luis 1 Drori, Yoel 1 Eisa, Sameh Abdelwahab Nasr 1 Fendl, Hannes 1 Fissuh, Yemane Hailu 1 Freire, Wilhelm P. 1 Gorgone, Enrico 1 Guilbaud, Thérèse 1 Guo, Fangfang 1 Gwinner, Joachim 1 Hare, W. 1 Helou, Elias Salomão 1 Hertlein, Lukas 1 Homescu, Chris 1 Hu, Yaping 1 Huang, Jianguo 1 Jäschke, Johannes 1 Joki, Kaisa 1 Karas, Elizabeth W. 1 Karasözen, Bülent 1 Kaya, C. Yalçin 1 Ketfi-Cherif, Ahmed 1 Lama, Nicola 1 Le, Quoc V. 1 Lewis, Adrian S. 1 Li, Guoyin 1 Li, Qiong 1 Li, Yong 1 Lin, Haichan 1 Liu, Shuai 1 Liu, Xiaoqian 1 Liuzzi, Giampaolo 1 Lucet, Yves 1 Lucidi, Stefano 1 Lv, Jian 1 Ma, Xuefei 1 Mahdavi-Amiri, Nezam 1 Meng, Fanyun 1 Meng, Zehong 1 Meyer, Christian 1 Miettinen, Markku 1 Miglionico, Giovanna 1 Mukhametzhanov, Marat S. 1 Nagesseur, Ludovic 1 Navon, Ionel Michael 1 Nesemann, Leo 1 Neumaier, Arnold 1 Noll, Dominikus 1 Ou, Yigui 1 Overton, Michael L. 1 Panagiotopoulos, Panagiotis D. 1 Patrascu, Michael 1 Peyghami, Mohammad Reza 1 Ribeiro, Ademir Alves 1 Rinaldi, Francesco 1 Santos, Sandra Augusta 1 Schichl, Hermann 1 Šestak, Ivan J. 1 Shaeiri, M. ...and 21 more Authors all top 5 Referenced in 34 Serials 12 Journal of Optimization Theory and Applications 7 Computational Optimization and Applications 6 Journal of Global Optimization 5 Mathematical Programming. Series A. Series B 4 SIAM Journal on Optimization 3 Numerical Algorithms 3 Optimization Methods & Software 2 Applied Mathematics and Computation 2 Journal of Computational and Applied Mathematics 2 Mathematical Problems in Engineering 2 Journal of Applied Mathematics and Computing 2 Optimization Letters 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Mathematical Methods in the Applied Sciences 1 ACM Transactions on Mathematical Software 1 BIT 1 Journal of Differential Equations 1 SIAM Journal on Control and Optimization 1 Applied Mathematics and Mechanics. (English Edition) 1 Applied Numerical Mathematics 1 Optimization 1 Computational Mechanics 1 Applications of Mathematics 1 SIAM Journal on Applied Mathematics 1 Computational Statistics and Data Analysis 1 Communications in Nonlinear Science and Numerical Simulation 1 Optimization and Engineering 1 Journal of Machine Learning Research (JMLR) 1 4OR 1 Pacific Journal of Optimization 1 Nonconvex Optimization and Its Applications 1 East Asian Journal on Applied Mathematics 1 Iranian Journal of Numerical Analysis and Optimization all top 5 Referenced in 14 Fields 59 Operations research, mathematical programming (90-XX) 36 Numerical analysis (65-XX) 29 Calculus of variations and optimal control; optimization (49-XX) 9 Ordinary differential equations (34-XX) 6 Mechanics of deformable solids (74-XX) 4 Systems theory; control (93-XX) 3 Computer science (68-XX) 2 Statistics (62-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Operator theory (47-XX) 1 Fluid mechanics (76-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Referencing Publications by Year