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.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
asa047 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
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Original FORTRAN77 version by R ONeill; C++ version by John Burkardt.