Powell's Min. w/Brent's mod. wanted

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1 total messages Started by Jeff Privette Tue, 11 Aug 1992 18:51

#238

Author: Jeff Privette
Date: Tue, 11 Aug 1992 18:51

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I would like to find a FORTRAN copy of Powell's multidimensional
minimization algorithm (sect. 10.5 of Num. Rec. in C) with the
modifications proposed by Brent (Alg. for Minimization w/o Derivs,
Prentice Hall, 1973).  The book is handy and useful, but the algorithms
in it are in ALGOL.  If someone is willing to share a working FORTRAN or C 
code, I would be happy to provide full testing and comparison information
(vs. other minimization routines).

Thanks,
Jeff

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