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Powell's method?
- From: hersh at ri dot cmu dot edu
- To: gsl-discuss at sources dot redhat dot com
- Date: Fri, 5 Apr 2002 15:38:10 -0500
- Subject: Powell's method?
- Reply-to: hersh at ri dot cmu dot edu
Greetings.
I'm in need of a multidimensional minimizer which does not require
derivatives. The GSL does not seem to include any such, but the
Numerical Recipes in C book does have some, Amoeba (simplex) and
Powell's method. Is anyone currently working on including such
algorithms in GSL, or do you know of some other free place to get
them?
Otherwise, I'd like to write at least Powell's from scratch, and maybe
it can be included in the GSL. I realize I can't use the NRC source
code of course, I would be re-writing it from scratch.
Thanks for any info on this,
-Dave Hershberger
Ph.D. student,
Carnegie Mellon University
Robotics Institute