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Re: looking for algorithm
- From: Jacek Pliszka <pliszka at phyun0 dot ucr dot edu>
- To: "Charles P. Reese" <creese at engineering dot ucsb dot edu>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Mon, 26 Aug 2002 16:29:25 -0700 (PDT)
- Subject: Re: looking for algorithm
- Reply-to: Jacek Pliszka <pliszka at phyun0 dot ucr dot edu>
On 26 Aug 2002, Charles P. Reese wrote:
> I'm looking for a multidimensional minimization algorithm that does not
> require evaluation of the gradient. I would like something compatible
My favorite is Brent's Praxis.
I even started writing one for GSL but I have two other projects I am
paid for which have to be finished first.
However I do have 2 or 3 implementations of this algorithm which I can
send you. Some are in C some in Fortran.
If you know how to pick the best one and you are not afraid to play with
the code - get them here:
http://phyun0.ucr.edu/~pliszka/praxis.tar.bz2
It contains: praxis.orig - original versions.
praxis - my working copies together with my version - does not
work yet though I think I wrote the whole algorithm already.
Good luck,
Jacek