GQOPT^TM/PC Version 7.20

Last Updated: March 11, 2013

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SECTION 1

GENERAL INTRODUCTION

GQOPT is a general purpose numerical computation package, particularly adapted to the needs of economists, econometricians, and operation researchers. Its original core consists of numerical optimization, but over the years many other modules and computational methods have been added, ranging from utility routines to numerical integration, nonparametric statistics, time series analysis, etc. It was originally designed to work on IBM mainframes. Some quite early versions were also available for Prime, Burroughs and Control Data computers. Version 5.0 continues to be available for VAX and CRAY computers, although new bugs discovered will no longer be fixed in these versions. Version 6.08 is available for IBM mainframes, but new bugs discovered will no longer be fixed. The present version is for IBM-compatible PCs, Sun work stations, DEC Alpha chip work stations, or for IBM RS/6000 workstations.

With PC's, GQOPT will run under DOS, from a DOS window in Windows 98 and XT. GQOPT is available in Version 6.10 for the Microsoft FORTRAN compiler Version 5.0 or higher, the Lahey F77L compiler Version 5.0 or higher. Version 6.10 for these obsolescent compilers will not be updated in the future. Version 7.05 is available for the Lahey EM/32 compiler (DOS) and the compilers (a) Digital Visual Fortran (Windows 98)(which supersedes the Microsoft Power Station Compiler), (b) Lahey LF90 and LF95 (Windows 98), (c) WATCOM (Windows 98), (d) the LINUX LF75 and Absoft compilers, and also (e) for Unix workstations such as Sun, DEC, and RS/6000.

The present Version 7.20 is available for the LF95 under Windows XT, the Absoft and LF95 compilers for LINUX, and the Unix compilers for Sun, Digital Alpha, and RS/6000 computers. All versions of GQOPT other than V. 7.20 must now be considered obsolescent.

The PC versions of GQOPT provide source code, test programs, a library of the compiled code, utility programs, and the Handbook.

Notation.

1. Section headings and subsection headings always appear in this color.
2. Sub-subsection headings and the label for special topics appear in this color.
3. Warnings and other very important messages are in this color.
4. Computer code is in this color.
5. Mathematical equations and notation are in this color.

Note: REAL variables used by GQOPT are to be declared REAL*8 or DOUBLE PRECISION, except in cases in which the Handbook explicitly requires REAL*4.

For the Sun, DEC, and RS/6000 version the library is obtained by compiling with the -O switch ON.

Please report difficulties to

Richard E. Quandt
FAX: 609-258-6419, 609-924-8394
e-mail: metrics@quandt.com

This Handbook and the programs that are sold with it are sold 'as is', without any warranties as to performance or accuracy. The user must therefore assume the entire risk of using the programs contained in all versions of GQOPT.