# E04 - Minimizing or Maximizing a Function

 Chapter Introduction E04ABF Minimum, function of one variable using function values only E04BBF Minimum, function of one variable, using first derivative E04CCF Unconstrained minimum, simplex algorithm, function of several variables using function values only (comprehensive) E04DGF Unconstrained minimum, preconditioned conjugate gradient algorithm, function of several variables using first derivatives (comprehensive) E04DJF Read optional parameter values for E04DGF from external file E04DKF Supply optional parameter values to E04DGF E04FCF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm using function values only (comprehensive) E04FYF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm using function values only (easy-to-use) E04GBF Unconstrained minimum of a sum of squares, combined Gauss--Newton and quasi-Newton algorithm using first derivatives (comprehensive) E04GDF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm using first derivatives (comprehensive) E04GYF Unconstrained minimum of a sum of squares, combined Gauss--Newton and quasi-Newton algorithm, using first derivatives (easy-to-use) E04GZF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm using first derivatives (easy-to-use) E04HCF Check user's routine for calculating first derivatives of function E04HDF Check user's routine for calculating second derivatives of function E04HEF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm, using second derivatives (comprehensive) E04HYF Unconstrained minimum of a sum of squares, combined Gauss--Newton and modified Newton algorithm, using second derivatives (easy-to-use) E04JYF Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using function values only (easy-to-use) E04KDF Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (comprehensive) E04KYF Minimum, function of several variables, quasi-Newton algorithm, simple bounds, using first derivatives (easy-to-use) E04KZF Minimum, function of several variables, modified Newton algorithm, simple bounds, using first derivatives (easy-to-use) E04LBF Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (comprehensive) E04LYF Minimum, function of several variables, modified Newton algorithm, simple bounds, using first and second derivatives (easy-to-use) E04MFF LP problem (dense) E04MGF Read optional parameter values for E04MFF from external file E04MHF Supply optional parameter values to E04MFF E04MZF Converts MPSX data file defining LP or QP problem to format required by E04NKF E04NCF Convex QP problem or linearly-constrained linear least-squares problem (dense) E04NDF Read optional parameter values for E04NCF from external file E04NEF Supply optional parameter values to E04NCF E04NFF QP problem (dense) E04NGF Read optional parameter values for E04NFF from external file E04NHF Supply optional parameter values to E04NFF E04NKF LP or QP problem (sparse) E04NLF Read optional parameter values for E04NKF from external file E04NMF Supply optional parameter values to E04NKF E04UCF Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (forward communication, comprehensive) E04UDF Read optional parameter values for E04UCF or E04UFF from external file E04UEF Supply optional parameter values to E04UCF or E04UFF E04UFF Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive) E04UGF NLP problem (sparse) E04UHF Read optional parameter values for E04UGF from external file E04UJF Supply optional parameter values to E04UGF E04UNF Minimum of a sum of squares, nonlinear constraints, sequential QP method, using function values and optionally first derivatives (comprehensive) E04UQF Read optional parameter values for E04UNF from external file E04URF Supply optional parameter values to E04UNF E04XAF Estimate (using numerical differentiation) gradient and/or Hessian of a function E04YAF Check user's routine for calculating Jacobian of first derivatives E04YBF Check user's routine for calculating Hessian of a sum of squares E04YCF Covariance matrix for nonlinear least-squares problem (unconstrained) E04ZCF Check user's routines for calculating first derivatives of function and constraints

© The Numerical Algorithms Group Ltd, Oxford UK. 1999