G1b. Unconstrained optimization of a general multivariate function

Functions
Sub	Mnf (N As Long, X() As Double, F As LongPtr, Info As Long, Optional Itsum As LongPtr=NullPtr, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1, Optional Eta0 As Double=-1)
	Minimum of a multivariable nonlinear function (trust region method) (gradient computed by finite differences)
Sub	Mnf_r (N As Long, X() As Double, Info As Long, YY As Double, IRev As Long, Optional Iout As Long=0, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1, Optional Eta0 As Double=-1)
	Minimum of a multivariable nonlinear function (trust region method) (gradient computed by finite differences) (reverse communication version)
Sub	Mng (N As Long, X() As Double, F As LongPtr, G As LongPtr, Info As Long, Optional Itsum As LongPtr=NullPtr, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1)
	Minimum of a multivariable nonlinear function (trust region method)
Sub	Mng_r (N As Long, X() As Double, Info As Long, YY As Double, YYp() As Double, IRev As Long, Optional Iout As Long=0, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional NFGcal As Long, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1)
	Minimum of a multivariable nonlinear function (trust region method) (reverse communication version)
Sub	Mnh (N As Long, X() As Double, F As LongPtr, GH As LongPtr, Info As Long, Optional Itsum As LongPtr=NullPtr, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Dtype As Long=0, Optional Dfac As Double=-1, Optional Dtol As Double=0, Optional D0 As Double=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1)
	Minimum of a multivariable nonlinear function (trust region method) (gradient and Hessian computed analytically)
Sub	Mnh_r (N As Long, X() As Double, Info As Long, YY As Double, YYp() As Double, YYpd() As Double, IRev As Long, Optional Iout As Long=0, Optional Info2 As Long, Optional NFcall As Long, Optional NGcall As Long, Optional Niter As Long, Optional Fval As Double, Optional NFGcal As Long, Optional Rtol As Double=-1, Optional Atol As Double=-1, Optional MaxFcall As Long=0, Optional MaxIter As Long=0, Optional Dtype As Long=0, Optional Dfac As Double=-1, Optional Dtol As Double=0, Optional D0 As Double=0, Optional Tuner1 As Double=-1, Optional Xctol As Double=-1, Optional Xftol As Double=-1, Optional Lmax0 As Double=-1, Optional Lmaxs As Double=-1, Optional Sctol As Double=-1, Optional Bias As Double=-1)
	Minimum of a multivariable nonlinear function (trust region method) (gradient and Hessian computed analytically) (reverse communication version)
Sub	Optif0 (N As Long, X() As Double, F As LongPtr, Xpls() As Double, Fpls As Double, Info As Long)
	Minimum of a multivariable nonlinear function (quasi-Newton method) (simple driver)
Sub	Optif0_r (N As Long, X() As Double, Xpls() As Double, Fpls As Double, Info As Long, XX() As Double, YY As Double, IRev As Long)
	Minimum of a multivariable nonlinear function (quasi-Newton method) (simple driver) (reverse communication version)
Sub	Optif9 (N As Long, X() As Double, F As LongPtr, Typsiz() As Double, Fscale As Double, Xpls() As Double, Fpls As Double, Gpls() As Double, Info As Long, Optional Info2 As Long, Optional Iter As Long, Optional D1fcn As LongPtr=NullPtr, Optional D2fcn As LongPtr=NullPtr, Optional DfcnChk As Long=0, Optional Result As LongPtr=NullPtr, Optional Method As Long=1, Optional Iexp As Long=1, Optional Ndigit As Long=0, Optional MaxIter As Long=0, Optional Dlt As Double=-1, Optional Gradtl As Double=-1, Optional Stepmx As Double=0, Optional Steptl As Double=-1)
	Minimum of a multivariable nonlinear function (quasi-Newton method or trust region method)
Sub	Optif9_r (N As Long, X() As Double, Typsiz() As Double, Fscale As Double, Xpls() As Double, Fpls As Double, Gpls() As Double, Info As Long, XX() As Double, YY As Double, YYp() As Double, YYp2() As Double, IRev As Long, Optional Info2 As Long, Optional Iter As Long, Optional Iagflg As Long=0, Optional Iahflg As Long=0, Optional Iresult As Long=0, Optional Method As Long=1, Optional Iexp As Long=1, Optional Ndigit As Long=0, Optional MaxIter As Long=0, Optional Dlt As Double=-1, Optional Gradtl As Double=-1, Optional Stepmx As Double=0, Optional Steptl As Double=-1)
	Minimum of a multivariable nonlinear function (quasi-Newton method or trust region method) (reverse communication version)
Sub	Subplex (N As Long, X() As Double, F As LongPtr, Tol As Double, Info As Long, Optional NFcall As Long, Optional Fval As Double, Optional Nsmin As Long=0, Optional Nsmax As Long=0, Optional MaxFcall As Long=1000, Optional NFstop As Long=0, Optional Fstop As Double, Optional Minf As Long=0, Optional Alpha As Double=1, Optional Beta As Double=0.5, Optional Gamma As Double=2, Optional Delta As Double=0.5, Optional Psi As Double=0.25, Optional Omega As Double=0.1, Optional Irepl As Long=0, Optional Ifxsw As Long=1, Optional Bonus As Double=1)
	Minimum of a multivariable nonlinear function (subspace-searching simplex method)
Sub	Subplex_r (N As Long, X() As Double, Tol As Double, Info As Long, YY As Double, IRev As Long, Optional NFcall As Long, Optional Fval As Double, Optional Nsmin As Long=0, Optional Nsmax As Long=0, Optional MaxFcall As Long=1000, Optional NFstop As Long=0, Optional Fstop As Double, Optional Minf As Long=0, Optional Alpha As Double=1, Optional Beta As Double=0.5, Optional Gamma As Double=2, Optional Delta As Double=0.5, Optional Psi As Double=0.25, Optional Omega As Double=0.1, Optional Irepl As Long=0, Optional Ifxsw As Long=1, Optional Bonus As Double=1)
	Minimum of a multivariable nonlinear function (subspace-searching simplex method) (reverse communication version)

Detailed Description

This is the group of G1b. Unconstrained optimization of a general multivariate function.