TOMS454
The Complex Method for Constrained Optimization

TOMS454 is a FORTRAN77 library which implements ACM TOMS algorithm 454, for the complex method of constrained optimization.

The text of many ACM TOMS algorithms is available online through ACM: http://www.acm.org/pubs/calgo or NETLIB: http://www.netlib.org/toms/index.html.

Reference:

1. Joel Richardson, JL Kuester,
   Algorithm 454: The Complex Method for Constrained Optimization,
   Communications of the ACM,
   August 1973, Volume 16, Number 8, pages 487-489.

Source Code:

• toms454.f, the source code.
• toms454.csh, commands to compile the source code.

Examples and Tests:

TOMS454_PRB1 implements the Box problem.

• toms454_prb1.f, a sample calling program.
• toms454_prb1.csh, commands to compile and run the sample program.
• toms454_prb1.out, the output from a run of the sample program.

TOMS454_PRB2 implements the Post Office problem.

• toms454_prb2.f, a sample calling program.
• toms454_prb2.csh, commands to compile and run the sample program.
• toms454_prb2.out, the output from a run of the sample program.

TOMS454_PRB3 implements the Beveridge and Schechter problem.

• toms454_prb3.f, a sample calling program.
• toms454_prb3.csh, commands to compile and run the sample program.
• toms454_prb3.out, the output from a run of the sample program.

List of Routines:

• JCONSX finds the constrained maximum of a function of several variables.
• JCEK1 checks all points agains the explicit and implicit constraints.
• JCENT computes the centroid of a set of points.

You can go up one level to the FORTRAN77 source codes.