ASA047
Nelder-Mead Minimization


ASA047 is a FORTRAN90 library which seeks to minimize a scalar function of several variables using the Nelder-Mead algorithm, by R ONeill.

ASA047 is Applied Statistics Algorithm 47.

Licensing:

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

Languages:

ASA047 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

COMPASS_SEARCH, a FORTRAN90 library which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.

DQED, a FORTRAN90 library which solves constrained least squares problems.

MINPACK, a FORTRAN90 library which solves systems of nonlinear equations, or the least squares minimization of the residual of a set of linear or nonlinear equations.

NL2SOL, a FORTRAN90 library which implements an adaptive nonlinear least-squares algorithm.

PRAXIS, a FORTRAN90 routine 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.

TEST_OPT_CON, a FORTRAN90 library which defines test problems for the minimization of a scalar function of several variables, with the search constrained to lie within a specified hyper-rectangle.

TEST_OPTIMIZATION, a FORTRAN90 library which defines test problems for the minimization of a scalar function of several variables, as described by Molga and Smutnicki.

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; FORTRAN90 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:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN90 source codes.


Last revised on 20 December 2011.