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Splitting Metrics Diagonal Bundle Method

"Results! Why, man, I have gotten a lot of results. I know several thousand things that won't work."
- Thomas A. Edison


SMDB is a Fortran95 implementation of the splitting metrics diagonal bundle method for general, possible nonconvex, nonsmooth (nondifferentiable) minimization. The software is free for academic teaching and research purposes but I ask you to refer to the reference given below if you use it.


tsmdb.f95 - main program for SMDB.
initialization.f95 - user-specified initial values for parameters and starting point x.
objfun.f95 - user-specified computation of the objective function value and the subgradient.
parameters.f95 - modules of parameters.
smdb.f95 - SMDB.
subpro.f - subroutines for SMDB method.
Makefile - makefile.

testps.f95 - module of large-scale nonsmooth test problems (includes also partially separable test functions).

smdb.tar.gz - all the above in compressed form.

To use the software modify tsmdb.f95, initialization.f95 and objfun.f95 as needed.

References for SMDB