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<html>
<head>
<title>
ASA047 - Nelder-Mead Minimization Algorithm
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ASA047 <br> Nelder-Mead Minimization Algorithm
</h1>
<hr>
<p>
<b>ASA047</b>
is a FORTRAN90 library which
seeks to minimize a scalar function of several variables using the
Nelder-Mead algorithm,
by R ONeill.
</p>
<p>
<b>ASA047</b> is Applied Statistics Algorithm 47. Source code for many
Applied Statistics Algorithms is available through
<a href = "http://lib.stat.cmu.edu/apstat">STATLIB</a>.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files described and made available on this web page
are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>ASA047</b> is available in
<a href = "../../c_src/asa047/asa047.html">a C version</a> and
<a href = "../../cpp_src/asa047/asa047.html">a C++ version</a> and
<a href = "../../f77_src/asa047/asa047.html">a FORTRAN77 version</a> and
<a href = "../../f_src/asa047/asa047.html">a FORTRAN90 version</a> and
<a href = "../../m_src/asa047/asa047.html">a MATLAB version.</a>
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../f_src/compass_search/compass_search.html">
COMPASS_SEARCH</a>,
a FORTRAN90 library which
seeks the minimizer of a scalar function of several variables
using compass search, a direct search algorithm that does not use derivatives.
</p>
<p>
<a href = "../../f_src/dqed/dqed.html">
DQED</a>,
a FORTRAN90 library which
solves constrained least squares problems.
</p>
<p>
<a href = "../../m_src/entrust/entrust.html">
ENTRUST</a>,
a MATLAB program which
minimizes a scalar function of several variables using trust-region methods.
</p>
<p>
<a href = "../../f_src/minpack/minpack.html">
MINPACK</a>,
a FORTRAN90 library which
solves systems of nonlinear equations, or the least squares minimization of the
residual of a set of linear or nonlinear equations.
</p>
<p>
<a href = "../../m_src/nelder_mead/nelder_mead.html">
NELDER_MEAD</a>,
a MATLAB program which
minimizes a scalar function of several variables using the Nelder-Mead algorithm.
</p>
<p>
<a href = "../../f_src/nl2sol/nl2sol.html">
NL2SOL</a>,
a FORTRAN90 library which
implements an adaptive nonlinear least-squares algorithm.
</p>
<p>
<a href = "../../f_src/praxis/praxis.html">
PRAXIS</a>,
a FORTRAN90 routine which
minimizes a scalar function of several variables.
</p>
<p>
<a href = "../../f_src/test_opt/test_opt.html">
TEST_OPT</a>,
a FORTRAN90 library which
defines test problems
requiring the minimization of a scalar function of several variables.
</p>
<p>
<a href = "../../f_src/test_opt_con/test_opt_con.html">
TEST_OPT_CON</a>,
a FORTRAN90 library which
defines test problems for the minimization of a scalar function
of several variables, with the search constrained to lie within a specified hyper-rectangle.
</p>
<p>
<a href = "../../f_src/test_optimization/test_optimization.html">
TEST_OPTIMIZATION</a>,
a FORTRAN90 library which
defines test problems for the minimization of a scalar function
of several variables, as described by Molga and Smutnicki.
</p>
<p>
<a href = "../../f77_src/toms178/toms178.html">
TOMS178</a>,
a FORTRAN77 library which
optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
</p>
<p>
<a href = "../../f77_src/toms611/toms611.html">
TOMS611</a>,
a FORTRAN77 library which
solves problems in unconstrained minimization.
</p>
<h3 align = "center">
Author:
</h3>
<p>
Original FORTRAN77 version by R ONeill;
FORTRAN90 version by John Burkardt.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
John Nelder, Roger Mead,<br>
A simplex method for function minimization,<br>
Computer Journal,<br>
Volume 7, 1965, pages 308-313.
</li>
<li>
R ONeill,<br>
Algorithm AS 47:
Function Minimization Using a Simplex Procedure,<br>
Applied Statistics,<br>
Volume 20, Number 3, 1971, pages 338-345.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "asa047.f90">asa047.f90</a>, the source code.
</li>
<li>
<a href = "asa047.sh">asa047.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "asa047_prb.f90">asa047_prb.f90</a>,
a sample calling program.
</li>
<li>
<a href = "asa047_prb.sh">asa047_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "asa047_prb_output.txt">asa047_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>NELMIN</b> minimizes a function using the Nelder-Mead algorithm.
</li>
<li>
<b>TIMESTAMP</b> prints out the current YMDHMS date as a timestamp.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../f_src.html">
the FORTRAN90 source codes</a>.
</p>
<hr>
<i>
Last revised on 20 December 2011.
</i>
<!-- John Burkardt -->
</body>
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</html>