A variable-storage variable metric method and a trust region Newton method are currently available. Future work will focus on software for distributed-memory architectures, in particular, the SP1. The Fortran 77 codes use a reverse communication interface for flexibility and ease of use. The codes are accompanied by auxiliary subroutines. For example, subroutines for computing the covariance matrix in least squares problem, for estimating the noise in the function, for estimating the difference parameter, and for estimating sparse Jacobian and Hessian matrices.
Documentation is under development.
The problems in this collection are representative of interesting optimization problems that arise in applications, for example, fluid dynamics, medicine, elasticity, combustion, molecular design, nondestructive testing, chemical kinetics, lubrication, optimal design, and superconductivity. Software is provided to evaluate the function and Jacobian matrices for systems of nonlinear equations and nonlinear least squares, and functions and gradients for minimization problems.