cg_plus, a FORTRAN77 code which seeks the multidimensional minimizer x of a scalar function f(x) using the conjugate gradient method, assuming that the gradient vector g(x) can be computed, by Guanghui Liu, Jorge Nocedal, Richard Waltz.
To set up the code to minimize a particular function you need to specify the following variables in the main program:
This software is freely available for educational or commercial use, but we expect that all publications describing work using this software quote the Gilbert and Nocedal reference given below.
cg_plus is available in a FORTRAN77 version.
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