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Manuscript Title: MERLIN-2.0: Enhanced and programmable version.
Authors: D.G. Papageorgiou, C.S. Chassapis, I.E. Lagaris
Program title: MERLIN-2.0 PROGRAMMABLE
Catalogue identifier: AAXW_v2_0
Distribution format: gz
Journal reference: Comput. Phys. Commun. 52(1989)241
Programming language: Fortran.
Computer: CDC CYBER - 171.
Operating system: NOS 2.5.2 678/670.
RAM: 58K words
Word size: 60
Peripherals: disc.
Keywords: General purpose, Minimization, Data fitting, Simplex, Dfp, Bfgs, Variable metric, Stochastic search, Line search, Numerical Differentiation.
Classification: 4.9.

Subprograms used:
Cat Id Title Reference
ABHA_v1_0 MCL CPC 52(1989)223

Revision history:
Type Tit le Reference
adaptation 0001MERLIN-2.1 DOUBLE PRECISION See below

Nature of problem:
A lot of problems in Physics, Chemistry, Applied Mathematics as well as in Engineering and in other fields are quite often reduced to minimizing a function of several variables. MERLIN-2.0 is a programmable system designed to minimize a multi-dimensional function.

Solution method:
Six algorithms are implemented. Three of them make use of the function's gradient and hence are suitable for minimizing differentiable functions, the rest three do not use derivatives at all and so are applicable to non-differentiable functions as well.

Reasons for new version:
A new version of the recently published program MERLIN 1.0, for multidimensional optimization, is presented. Apart from several minor improvements and extensions, the new version offers a very important feature: Programmability. A high level language has been developed, that enables the user to easily write programs that control the new MERLIN-2.0, at run-time.

Currently MERLIN is dimensioned to handle up to 150 variables. However by redimensioning a few arrays it can easily be enhanced or reduced according to user's needs, as described in the provided manual of the original program.

Unusual features:
Apart from being a minimization program, MERLIN is designed to be easily further developed by the user and evolve in different directions. Hence it can serve as a testing ground of different trial algorithms and can be seen as an optimization development system.

Running time:
Since houskeeping operations are quite fast, running time heavily depends on the complexity of the objective function. The provided test run, took 4.8 CPU seconds on a CDC CYBER-171.

Manuscript Title: MERLIN-2.1 Double precision.
Authors: D.G. Papageorgiou, I.E. Lagaris
Program title: 0001MERLIN-2.1 DOUBLE PRECISION
Catalogue identifier: AAXW_v2_0
Distribution format: gz
Journal reference: Comput. Phys. Commun. 58(1990)119
Programming language: Fortran.
Computer: VAX 8350.
Operating system: VMS 5.1.
RAM: 47K words
Word size: 32
Classification: 4.9.