Downhill simplex method

From: masabbat (msabbatini_at_virgilio.it)
Date: 01/12/05


Date: 12 Jan 2005 06:42:16 -0800

Dear group,

I'm looking for a simple bound constrained version of the downhill
simplex n-dimensional minimization algorithm (eg. Nelder and Mead). I
would like to find a substitute for IMSL's DBCPOL.

Do you know whether there are public domain fortran or c source codes?
I would highly appreciate some pointers.

I've googled around, but I could only find unconstrained versions.
Thank you for your help.

Best regards,
Massimo



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