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
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