ASA047 is a MATLAB 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. Source code for many Applied Statistics Algorithms is available through STATLIB.

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

ENTRUST, a MATLAB program which minimizes a scalar function of several variables using trust-region methods.

NELDER_MEAD, a MATLAB program which minimizes a scalar function of several variables using the Nelder-Mead algorithm.

POLYNOMIALS, a MATLAB library which defines multivariate polynomials over rectangular domains, for which certain information is to be determined, such as the maximum and minimum values.

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

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

### Author:

Original FORTRAN77 version by R ONeill; MATLAB version by John Burkardt.

### Reference:

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:

• nelmin.m minimizes a function using the Nelder-Mead algorithm.
• timestamp.m prints out the current YMDHMS date as a timestamp.

### Examples and Tests:

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

Last revised on 28 February 2010.