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
Version Supplied3.3


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