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Computer Programs: A Minimization Solver for Many Parameters

Summary: A FORTRAN subroutine for locating the minimum of a function is presented. The subroutine uses a simplex design and iterative searching strategy similar to the Nelder-Mead strategy. When the path to the optimum is reasonably straight, the proposed strategy converges with fewer iterations than the Nelder-Mead strategy, particularly with more than four parameters.

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  • Topics:
  • Keywords: Computer programs,Optimization
  • Author: Smith, David K.; Rodriguez, Robert N. (edited by)
  • Journal: Journal of Quality Technology