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MathGroup Archive 2002

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minimization algorithms

  • To: mathgroup at smc.vnet.net
  • Subject: [mg33580] minimization algorithms
  • From: "Wassim Jalbout" <wj01 at aub.edu.lb>
  • Date: Tue, 2 Apr 2002 03:36:27 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Dear all,

When I use mathematica to minimize a function of 12 unknowns subject to 
several constraints, things either don't work out ... or it takes too 
much time.

I have heard of some algorithms by a company called NAG based in the UK, 
and it seems that they will perform quite complicated minimizations.

Does anyone know if there are such algorithms (besides mathematica) 
available to download from the web for free? (by NAG or any other 
company)...

thanks,
wassim


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