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Software Listing of Author : "Klaus Schittkowski"
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EASY-FIT Express |
License: Freeware | Price: 0.00 |

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The software system solves constrained nonlinear parameter estimation problems. Synonyms are data fitting, nonlinear regression, parameter identification, curve and surface fitting. The numerical methods are based on highly efficient Gauss-Newton-SQP algorithms.
Model functions are defined in a modeling language called PCOMP and are interpreted and evaluated during runtime.
General: Arbitrary fitting criteria depending on parameters to be estimated, additional nonlinear equality or inequality constraints, and optionally on a second independent model variable
Numerical routines: Gauss-Newton-type SQP methods, automatic differentiation, alternative norms (sum of absolute values, maximum of absolute values), confidence intervals for estimated parameters, correlation and covariance matrix, identification of significance...
Publisher: Klaus Schittkowski |
Date Released:
15-03-2009 | Download Size: 64000 KB | Download
Platform: WinXP, Vista
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EASY-OPT Express |
License: Freeware | Price: 0.00 |

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The software system allows to solve constrained nonlinear programming problems by an efficient sequential quadratic programming (SQP) method. A nonlinear objective function is to be minimized subject to nonlinear equality or inequality constraints. The numerical code is called NLPQL, which is frequently used in industry and academia. The mathematical method represents the scientific state-of-the-art.
Model functions are defined in a modeling language called PCOMP and are interpreted and evaluated during runtime. It is assumed that all nonlinear functions are differentiable. Gradients are computed automatically. EASY-OPT Express is particularly useful for classroom exercises of optimization courses or to become familiar with optimization routines before starting a real life implementation. The mathematical theory of the algorithm is...
Publisher: Klaus Schittkowski |
Date Released:
15-03-2009 | Download Size: 60268 KB | Download
Platform: WinXP, Vista
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