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RE: minimization algorithms


Hi Wassim,

> 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)...

Why not just search for "optimisation software on www.google.com?  That
yeilds around 123000 entries?

Regards,

Dave.


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