From: Jacek Pliszka <pliszka@phyun0.ucr.edu>
To: "Charles P. Reese" <creese@engineering.ucsb.edu>
Cc: gsl-discuss@sources.redhat.com
Subject: Re: looking for algorithm
Date: Mon, 26 Aug 2002 16:28:00 -0000 [thread overview]
Message-ID: <Pine.LNX.4.44.0208261616550.7325-100000@snark.ucr.edu> (raw)
In-Reply-To: <1030400769.4912.3.camel@localhost>
On 26 Aug 2002, Charles P. Reese wrote:
> I'm looking for a multidimensional minimization algorithm that does not
> require evaluation of the gradient. I would like something compatible
My favorite is Brent's Praxis.
I even started writing one for GSL but I have two other projects I am
paid for which have to be finished first.
However I do have 2 or 3 implementations of this algorithm which I can
send you. Some are in C some in Fortran.
If you know how to pick the best one and you are not afraid to play with
the code - get them here:
http://phyun0.ucr.edu/~pliszka/praxis.tar.bz2
It contains: praxis.orig - original versions.
praxis - my working copies together with my version - does not
work yet though I think I wrote the whole algorithm already.
Good luck,
Jacek
prev parent reply other threads:[~2002-08-26 23:28 UTC|newest]
Thread overview: 3+ messages / expand[flat|nested] mbox.gz Atom feed top
2002-08-26 15:26 Charles P. Reese
2002-08-26 16:07 ` Ed Hill
2002-08-26 16:28 ` Jacek Pliszka [this message]
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