From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 15570 invoked by alias); 26 Aug 2002 23:28:15 -0000 Mailing-List: contact gsl-discuss-help@sources.redhat.com; run by ezmlm Precedence: bulk List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sources.redhat.com Received: (qmail 15563 invoked from network); 26 Aug 2002 23:28:14 -0000 Received: from unknown (HELO snark.ucr.edu) (138.23.237.47) by sources.redhat.com with SMTP; 26 Aug 2002 23:28:14 -0000 Received: from localhost (pliszka@localhost) by snark.ucr.edu (8.11.6/8.11.6) with ESMTP id g7QNTP308190; Mon, 26 Aug 2002 16:29:26 -0700 X-Authentication-Warning: snark.ucr.edu: pliszka owned process doing -bs Date: Mon, 26 Aug 2002 16:28:00 -0000 From: Jacek Pliszka X-X-Sender: pliszka@snark.ucr.edu Reply-To: Jacek Pliszka To: "Charles P. Reese" cc: gsl-discuss@sources.redhat.com Subject: Re: looking for algorithm In-Reply-To: <1030400769.4912.3.camel@localhost> Message-ID: MIME-Version: 1.0 Content-Type: TEXT/PLAIN; charset=US-ASCII X-SW-Source: 2002-q3/txt/msg00177.txt.bz2 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