e04dgf

e04dgf © Numerical Algorithms Group, 2002.

Purpose

E04DGF Unconstrained minimum, pre-conditioned conjugate gradient algorithm, function of several variables using 1st derivatives (comprehensive)

Synopsis

[iter,objf,objgrd,x,ifail] = e04dgf(objfun,x<,ifail>)

Description

 
 E04DGF is designed to solve unconstrained minimization problems
 of the form
   Minimize F(x) subject to -infty <= x <= +infty
   where x is an n-element vector.

 The user must supply an initial estimate of the solution.

Parameters

e04dgf

Required Input Arguments:

objfun                                function (User-Supplied)
x (:)                                 real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

iter                                  integer
objf                                  real
objgrd (:)                            real
x (:)                                 real
ifail                                 integer