Multi dimension minimization
Brian Gough
bjg@network-theory.co.uk
Wed Dec 19 13:20:00 GMT 2001
J.J. Gomez Cadenas writes:
> Hi,
> Multidimensional minimization whithout derivates = Simplex algorithm. In
> fact I use the simplex often even if I know the derivatives of the function.
>
> It's a very simple algorithm. You can find the code in NR. I have my own
> implementatin in C++ in case you want it.
>
> As a matter of fact if it is not included in the GSL I would volunteer to
> contribute with the code (I can write easily a C version)
Yes, that would be useful if you can plug it into the existing
frameworks for minimization/fitting.
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