Solver-o-matic
"These days, even the most pure and abstract mathematics is in danger to be applied."
- Anonymous
Decision Tree for Nonsmooth Optimization Software
DGM is a discrete gradient solver for derivative free optimization by A. Bagirov, B. Karasozen and M. Sezer. To apply DGM, one only needs to compute at every point the value of the objective function. The subgradient will be approximated. The Fortran 77 source code of DGM is available for downloading.
