M 1 QN 3

M1QN3 [Supplied]

M1QN3 is an unconstrained nonlinear solver, suitable for large-scale problems. In fact it is reportedly used on problems with up to 108 variables, and is used daily for weather forecasting in France! It uses a limited memory BFGS Hessian update, together with a globalization line search.

CategoryOpen Source
Manager Prof. Jean-Charles Gilbert
License GNU General Public License v3
Home Page M1QN3 Home Page
Download Page M1QN3 Download Page
MEX InterfaceOPTI Version
Pre-RequisitesNone
Version Supplied3.3


Citation

J.Ch. Gilbert and C. Lemaréchal, "Some numerical experiments with variable-storage quasi-Newton algorithms," Mathematical Programming 45, pp. 407-435, 1989