TOLMIN (optimization software)

TOLMIN ^[1][2] is a numerical optimization algorithm by Michael J. D. Powell. It is also the name of Powell's Fortran 77 implementation of the algorithm.

TOLMIN seeks the minimum of a differentiable nonlinear function subject to linear constraints (equality and/or inequality) and simple bounds on variables. Each search direction is calculated so that it does not intersect the boundary of any inequality constraint that is satisfied and that has a "small" residual at the beginning of the line search. The meaning of "small" depends on a parameter called TOL which is automatically adjusted, and which gives the name of the software.

Features of the software include: quadratic approximations of the objective function whose second derivative matrices are updated by means of the BFGS formula, active sets technique, primal-dual quadratic programming procedure for calculation of the search direction.

The TOLMIN software is distributed under The GNU Lesser General Public License (LGPL).^[2]

See also

• COBYLA
• UOBYQA
• NEWUOA
• BOBYQA
• LINCOA

References

External links

• Optimization software by Professor M. J. D. Powell at CCPForge
• A repository of Professor M. J. D. Powell's software
• Nonlinear Programming Packages --- TOLMIN

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