asa047


asa047, a FORTRAN77 code which seeks to minimize a scalar function of several variables using the Nelder-Mead algorithm, by R ONeill.

This is Applied Statistics Algorithm 47.

Licensing:

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

Languages:

asa047 is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

COMPASS_SEARCH, a FORTRAN77 library which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.

DQED, a FORTRAN77 library which solves constrained least squares problems.

MINPACK, a FORTRAN90 library which solves systems of nonlinear equations, or the least squares minimization of the residual of a set of linear or nonlinear equations.

NL2SOL, a FORTRAN77 library which implements an adaptive nonlinear least-squares algorithm.

PRAXIS, a FORTRAN77 library 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 FORTRAN77 library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.

TOMS611, a FORTRAN77 library which solves problems in unconstrained minimization.

Author:

Original FORTRAN77 version by R ONeill; This FORTRAN77 version by John Burkardt.

Reference:

  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:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN77 source codes.


Last revised on 19 February 2008.