Since analytic derivatives are available, Powell's constrained
optimization may be suitable. I believe software for this technique
is available from many sources including the old IBM Scientific
Subroutine Packages. I have an easy to understand version published
in the following book:
Author: Kuester, James L.
Title: Optimization techniques with Fortran <by> James L. Kuester
<and> Joe H. Mize.
Published: New York, McGraw-Hill <1973>
Subjects: Mathematical optimization--Data processing.
Programming (Mathematics)--Data processing.
FORTRAN (Computer program language)
Barry L. Ornitz WA4VZQ ornitz_at_tricon.net
Received on Tue Oct 19 1999 - 02:41:35 EDT
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