looking for algorithm

[Jacek Pliszka]

On 26 Aug 2002, Charles P. Reese wrote:

> I'm looking for a multidimensional minimization algorithm that does not
> require evaluation of the gradient.  I would like something compatible

My favorite is Brent's Praxis.

I even started writing one for GSL but I have two other projects I am
paid for which have to be finished first.

However I do have 2 or 3 implementations of this algorithm which I can
send you. Some are in C some in Fortran.

If you know how to pick the best one and you are not afraid to play with 
the code - get them here:

http://phyun0.ucr.edu/~pliszka/praxis.tar.bz2

It contains: praxis.orig - original versions.
praxis - my working copies together with my version - does not
work yet though I think I wrote the whole algorithm already.

Good luck,

Jacek