NOA1: A Fortran Package of Nondifferentiable Optimization Algorithms Methodological and User's Guide

Kiwiel, K. & Stachurski, A. (1988). NOA1: A Fortran Package of Nondifferentiable Optimization Algorithms Methodological and User's Guide. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-88-116

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Abstract

This paper is one of the series of 11 Working Papers presenting the software for interactive decision support and software tools for developing decision support systems. These products constitute the outcome of the contracted study agreement between the System and Decision Sciences Program at IIASA and several Polish scientific institutions. The theoretical part of these results is presented in the IIASA Working Paper WP-88-071 entitled "Theory, Software and Testing Examples in Decision Support Systems". This volume contains the theoretical and methodological backgrounds of the software systems developed within the project.

This paper constitutes a methodological guide and user's manual for NOA1, a package of Fortran subroutines designed to locate the minimum of a locally Lipschitz continuous function subject to locally Lipschitzian inequality and equality constraints, general linear constraints and simple upper and lower bounds. The user must provide a Fortran subroutine for evaluating the (possibly nondifferentiable and nonconvex) functions being minimized and their subgradients. The package implements several descent methods, and is intended for solving small-scale nondifferentiable minimization problems on a professional microcomputer.

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