NLPE

Solve function minimization and nonlinear least squares problems from a wide variety of fields.

Minimization algorithms --- The original diskette includes Hooke and Jeeves, Nelder-Mead, conjugate gradient, variable metric, truncated Newton, and a modified Marquardt nonlinear least squares method. The extensions diskette adds a safeguarded Newton method (using second derivative information). All codes accept upper and lower bounds on the parameters to be determined.

Support codes --- These include a driver, post-solution analysis (for parameter sensitivity and variance estimation), plotting routines, and environment determination. Many problem files are included.

Program builders --- The original disk includes the BATch file NL.BAT. By typing NL (method_name) (problem_name) the user causes a program to solve the named problem by the given method. Sensible defaults are provided for most cases.

The software is intended to run on IBM PC and compatible computers, but since it is source code written in a close approximation to ISO Minimal BASIC, it has been run in parts on other platforms. Users are generally expected to modify a problem file to adapt existing examples to their needs.

Need more info?

The source code diskette is included with the book cited below. Dekker returned the rights to the book to the authors, who will make it available directly. Contact jcnash@uottawa.ca or mnash@synapse.net.

Also, visit the Nash Information Services Inc. home page or John Nash's home page for pointers to this and related material. The extensions diskette can be obtained from

Nash Information Services Inc. 
1975 Bel Air Drive 
Ottawa, Ontario, K2C 0X1 
Canada 
jcnash@uottawa.ca

Reference:

J. C. Nash and M. Walker-Smith, Nonlinear Parameter Estimation: An Integrated System in BASIC, Marcel Dekker, 1987.

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