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 Yurtseven.ORG Programming Programming Languages Languages Fortran Fortran Source Code Source Code Optimization Optimization
  
 1 - Nonsmooth optimization subgradient method with variable metric and stepsize control Browse Website open in new window
    
   1 quotes  07-January-2012 
Fortran 77 code by S. P. Uryasev. A similar code is at http://www.ise.ufl.edu/uryasev/varg.txt .


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