ASA047
Nelder-Mead Minimization

ASA047 is a FORTRAN90 library which seeks to minimize a scalar function of several variables using the Nelder-Mead algorithm, by R ONeill.

ASA047 is Applied Statistics Algorithm 47.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

ASA047 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

COMPASS_SEARCH, 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.

DQED, a FORTRAN90 library which solves constrained least squares problems.

MINPACK, 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.

NL2SOL, a FORTRAN90 library which implements an adaptive nonlinear least-squares algorithm.

PRAXIS, a FORTRAN90 routine which minimizes a scalar function of several variables.

TEST_OPT, a FORTRAN90 library which defines test problems requiring the minimization of a scalar function of several variables.

TEST_OPT_CON, 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.

TEST_OPTIMIZATION, a FORTRAN90 library which defines test problems for the minimization of a scalar function of several variables, as described by Molga and Smutnicki.

TOMS178, a FORTRAN77 library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.

TOMS611, a FORTRAN77 library which solves problems in unconstrained minimization.

Author:

Original FORTRAN77 version by R ONeill; FORTRAN90 version by John Burkardt.

Reference:

1. John Nelder, Roger Mead,
   A simplex method for function minimization,
   Computer Journal,
   Volume 7, 1965, pages 308-313.
2. R ONeill,
   Algorithm AS 47: Function Minimization Using a Simplex Procedure,
   Applied Statistics,
   Volume 20, Number 3, 1971, pages 338-345.

Source Code:

• asa047.f90, the source code.

Examples and Tests:

• asa047_test.f90, a sample calling program.
• asa047_test.txt, the output file.

List of Routines:

• NELMIN minimizes a function using the Nelder-Mead algorithm.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the FORTRAN90 source codes.