RE: Multi dimension minimization

["J.J. Gomez Cadenas" <gomez@hal.ific.uv.es>]

Hi,
Multidimensional minimization whithout derivates = Simplex algorithm. In
fact I use the simplex often even if I know the derivatives of the function.

It's a very simple algorithm. You can find the code in NR. I have my own
implementatin in C++ in case you want it.

As a matter of fact if it is not included in the GSL I would volunteer to
contribute with the code (I can write easily a C version)
jj

-----Mensaje original-----
De: gsl-discuss-owner@sources.redhat.com
[ mailto:gsl-discuss-owner@sources.redhat.com]En nombre de Emmanuel
Chomarat
Enviado el: martes, 21 de agosto de 2001 0:18
Para: gsl-discuss@sources.redhat.com
Asunto: Multi dimension minimization



  Hello,
  I  try  to  make  an app that find the max of the (log)likelihood of data
that
  (  a  sum  of 75000terms = 5parameters*15000datas). I
  can't(don't)  want  to  use  the  derivates,  how  can  i do? Does anyone
have
  something  to  do  it  in  a  box?  Does anyone heard about something in
other
  numerical  lib(  numerical recipes have but i'm not sure to be able to use
it,
  if someone have an sample).
  Thx for your help.

  Furthermore,  i  wrote  some mails about how to compile on win32 under
borland
  env.  I think i succeeded ( i will write a little mail with the procedure)
and
  i  have  to  test the libs, does anyone have a prog that make a lot of
usage of
  GSL funcs.

--
 Emmanuel                          mail:Emmanuel.Chomarat@bigfoot.com