P-dimen min of function, NR in C, powell() - anyone got it to run properly? - Article 706 - go-pugleaf

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P-dimen min of function, NR in C, powell() - anyone got it to run properly?

#706

From: Jeff Racine
Date: Thu, 01 Oct 1992 19:11

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Hi.

I am trying to minimize a multidimensional function of 5 arguments
without using derivatives. Numerical recipes in C has a routine called
powell(). I have it up and running, but one problem remains.

The routine works fine for 1 dimension, but for two or more
dimensions, it yields the same parameter values for each dimension. I
know this is not the case because simple grid search yields a much
lower value of the objective function with parameters being much
different.

Question: has anyone got the algorithm to work properly? I am using
the 1988 version of NR and associated code. If you have, would you let
me know - I would like to discuss this with you. To get the code
running on an ANSI compiler I had to make a few minor changes, and it
is possible that here is where the bugs crept in.

-- 
Jeff Racine        
jracine@weber.ucsd.edu
racine@nexus.yorku.ca
--Remember when sex used to be safe and parachuting was dangerous?

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Path: arc1-ca.pugleaf.net!sparky!uunet!timbuk.cray.com!equalizer!sdcrsi!network.ucsd.edu!jracine
From: jracine@weber.ucsd.edu (Jeff Racine)
Newsgroups: sci.math.num-analysis
Subject: P-dimen min of function, NR in C, powell() - anyone got it to run properly?
Date: 1 Oct 1992 19:11:02 GMT
Organization: University of California, San Diego
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