Thread View: sci.math.num-analysis
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Started by Tom Rowan
Tue, 15 Dec 1992 19:17
SUBPLEX optimization software available through NETLIB
Author: Tom Rowan
Date: Tue, 15 Dec 1992 19:17
Date: Tue, 15 Dec 1992 19:17
33 lines
1619 bytes
1619 bytes
I've recently made my subplex optimization software available through
NETLIB and XNETLIB. From the README file:
DESCRIPTION
Subplex is a subspace-searching simplex method for the
unconstrained optimization of general multivariate functions.
Like the Nelder-Mead simplex method it generalizes, the subplex
method is well suited for optimizing noisy objective functions.
The number of function evaluations required for convergence
typically increases only linearly with the problem size, so for
most applications the subplex method is much more efficient than
the simplex method.
To receive this software from NETLIB, send the message
send subplex from opt
to netlib@ornl.gov. The shar file you'll receive contains a README
file, a Makefile, a sample driver, a sample input file, and all
necessary source code for subplex (in Fortran 77, double precision).
Please send comments, suggestions, or bug reports to
na.rowan@na-net.ornl.gov.
--
Tom Rowan rowan@msr.epm.ornl.gov
Oak Ridge National Laboratory / Math Sciences Section (615) 574-3131
P.O. Box 2008, Bldg. 6012 / Oak Ridge, TN 37831-6367 Fax:(615) 574-0680
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