asa047


asa047, a FORTRAN77 code which seeks to minimize a scalar function of several variables using the Nelder-Mead algorithm, by R ONeill.

This is a version of 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 an Octave version and a Python version.

Related Data and Programs:

asa047_test

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NL2SOL, a FORTRAN77 library which implements an adaptive nonlinear least-squares algorithm.

PRAXIS, a FORTRAN77 library which minimizes a scalar function of several variables.

TEST_OPT, a FORTRAN90 library which defines test problems requiring the minimization of a scalar function of several variables.

TOMS178, a FORTRAN77 library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.

TOMS611, a FORTRAN77 library which solves problems in unconstrained minimization.

Author:

Original FORTRAN77 version by R ONeill; This 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:


Last revised on 20 August 2023.