270
Appendix G
II, OPTIMIZATION (NON-LINEAR PROGRAMMING)
Today, many procedures for optimizing non-linear criterion functions with
constraints are available. A review of these is given by Mor6 and Wright
[C.1].
Many of these procedures are available as UNIX ffeeware or
shareware. The National Institute
of Science and Technology (NIST)
has a Guide to Available Mathematical Software (GAMS) which can
accessed on the Internet:
http : / / gams.nist.go v
Optimization problems can also be solved using the computers of
Argonne National Laboratory and Northwestern University. Problems
can be submitted either from a web page or by e-mail using their templates
http://www.mes.anl.gov/home/otc
for details and source code for
some routines.
In the past, the authors have used IMSL, (Visual Numerics, Inc.
Houston, TX), a large collection of statistical and mathematical subroutines
for FORTRAN or C programming languages.
REFERENCES
G.1. Cohen AC, Whitten BJ. Parameter Estimation in Reliability and Life Span
Models, Marcel Dekker Inc, 1988, pp. 341-367.
G.2. Cohen AC, Whitten BJ. Parameter Estimation in Reliability and Life Span
Models, Marcel Dekker Inc, 1988, pp. 31-46.