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MathGroup Archive 1993

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alternative to FindMinimum

  • To: mathgroup at yoda.physics.unc.edu (Mathematica mailing list)
  • Subject: alternative to FindMinimum
  • From: nachbar at merck.com
  • Date: Mon, 3 May 1993 15:33:07 -0500 (EDT)

mathgroup:

i have a "function" that i would like to minimize but FindMinimum does
not work on it because there are no derivatives. does anyone have code
for a simplex optimizer or the Nelder-Mead modification of it? my
Mathematica function returns the value of the objective function given 
the parameters as arguments. the minimizer should be able to adjust
these parameters until a minimum value of the objective function is
found. local minima are fine for my application.

bob

-- 
Dr. Robert B. Nachbar | Merck Research Laboratories | 908/594-7795
nachbar at merck.com     | R50S-100                    | 908/594-4224 FAX
                      | PO Box 2000                 |
                      | Rahway, NJ 07065            |






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