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Re: Brent's version of Powell's method for multidim minim
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: Jacek Pliszka <pliszka at phyun0 dot ucr dot edu>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Wed, 17 Apr 2002 21:04:36 +0100 (BST)
- Subject: Re: Brent's version of Powell's method for multidim minim
- References: <Pine.LNX.4.44.0204120217350.5729-100000@snark.ucr.edu>
Jacek Pliszka writes:
> Hi!
>
> Is anybody working on addint Brent's version of Powell's method
> for multidimensional minimalization without derivatives?
>
> If not I would be glad to contribute the code.
>
> I started working on it but first I would like to check - maybe
> somebody already did it.
>
Hi,
There was recently an email to the list from Dave Hershberger
hersh@ri.cmu.edu who proposed to work on the same thing so should
should check with him. Also look at Nelder-Mead Simplex code recently
posted by Tuomo Keskitalo <Tuomo.Keskitalo@hut.fi> since that provides
a framework for the minimisation without derivatives.
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regards
--
Brian Gough