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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