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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.