praxis

praxis, a Python code which minimizes a scalar function of a vector argument, without needing derivative information, by Richard Brent.

PRAXIS seeks an M-dimensional point X which minimizes a given scalar function F(X). The code is a refinement of Powell's method of conjugate search directions. The user does not need to supply the partial derivatives of the function F(X). In fact, the function F(X) need not be smoothly differentiable.

Licensing:

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

Languages:

praxis 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:

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

Author:

Original FORTRAN77 version by Richard Brent. Python translation by John Burkardt.

Reference:

• Richard Brent,
  Algorithms for Minimization without Derivatives,
  Dover, 2002,
  ISBN: 0-486-41998-3,
  LC: QA402.5.B74.

Source Code:

• praxis.py, the source code.
• praxis.sh, runs all the tests.
• praxis.txt, the output file.