asa047

asa047, a C++ code which minimizes a scalar function of several variables using the Nelder-Mead algorithm, by R ONeill.

The code is Applied Statistics Algorithm 47.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

asa047 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

asa047_test

COMPASS_SEARCH, a C++ code which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.

PRAXIS, a C++ routine which minimizes a scalar function of several variables.

TOMS178, a C++ code which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.

Author:

Original FORTRAN77 version by R ONeill; C++ version by John Burkardt.

Reference:

1. John Nelder, Roger Mead,
   A simplex method for function minimization,
   Computer Journal,
   Volume 7, 1965, pages 308-313.
2. R ONeill,
   Algorithm AS 47: Function Minimization Using a Simplex Procedure,
   Applied Statistics,
   Volume 20, Number 3, 1971, pages 338-345.

Source Code:

• asa047.cpp, the source code.
• asa047.sh, compiles the source code.
• asa047.hpp, the include file.