c05qbc | Solution of a system of nonlinear equations using function values only (easy-to-use) |

c05qcc | Solution of a system of nonlinear equations using function values only (comprehensive) |

c05qdc | Solution of a system of nonlinear equations using function values only (reverse communication) |

c05qsc | Solution of a sparse system of nonlinear equations using function values only (easy-to-use) |

c05rbc | Solution of a system of nonlinear equations using first derivatives (easy-to-use) |

c05rcc | Solution of a system of nonlinear equations using first derivatives (comprehensive) |

c05rdc | Solution of a system of nonlinear equations using first derivatives (reverse communication) |

d02gac | Ordinary differential equations solver, for simple nonlinear two-point boundary value problems, using a finite difference technique with deferred correction |

d05bac | Nonlinear Volterra convolution equation, second kind |

d05bdc | Nonlinear convolution Volterra–Abel equation, second kind, weakly singular |

d05bec | Nonlinear convolution Volterra–Abel equation, first kind, weakly singular |

e04fcc | Unconstrained nonlinear least squares (no derivatives required) |

e04gbc | Unconstrained nonlinear least squares (first derivatives required) |

e04jbc | Bound constrained nonlinear minimization (no derivatives required) |

e04kbc | Bound constrained nonlinear minimization (first derivatives required) |

e04ucc | Minimization with nonlinear constraints using a sequential QP method |

e04ufc | Minimum, function of several variables, sequential QP method, nonlinear constraints, using function values and optionally first derivatives (reverse communication, comprehensive) |

e04unc | Solves nonlinear least squares problems using the sequential QP method |

e04wdc | Solves the nonlinear programming (NP) problem |

e04xac | Computes an approximation to the gradient vector and/or the Hessian matrix |

e04ycc | Covariance matrix for nonlinear least squares |

e05sbc | Global optimization using particle swarm algorithm (PSO), comprehensive |

© The Numerical Algorithms Group Ltd, Oxford UK. 2012