jburkardt

ASA047\ Nelder-Mead Minimization Algorithm {#asa047-nelder-mead-minimization-algorithm align=”center”} ==================================

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ASA047 is a C++ library which seeks to minimize a scalar function of several variables using the Nelder-Mead algorithm, by R ONeill.

ASA047 is Applied Statistics Algorithm 47. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing: {#licensing align=”center”}

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages: {#languages align=”center”}

ASA047 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs: {#related-data-and-programs align=”center”}

COMPASS_SEARCH, a C++ library which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.

PRAXIS, a C++ routine which minimizes a scalar function of several variables.

TEST_OPT, a FORTRAN90 library which defines test problems requiring the minimization of a scalar function of several variables.

TOMS178, a C++ library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.

Author: {#author align=”center”}

Original FORTRAN77 version by R ONeill; C++ version by John Burkardt.

Reference: {#reference align=”center”}

1. John Nelder, Roger Mead,\ A simplex method for function minimization,\ Computer Journal,\ Volume 7, 1965, pages 308-313.
2. R ONeill,\ Algorithm AS 47: Function Minimization Using a Simplex Procedure,\ Applied Statistics,\ Volume 20, Number 3, 1971, pages 338-345.

Source Code: {#source-code align=”center”}

• asa047.cpp, the source code.
• asa047.hpp, the source code.

Examples and Tests: {#examples-and-tests align=”center”}

• asa047_prb.cpp, a sample calling program.
• asa047_prb_output.txt, the output file.

List of Routines: {#list-of-routines align=”center”}

• NELMIN minimizes a function using the Nelder-Mead algorithm.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the C++ source codes.

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Last revised on 27 February 2008.