[S] Nelder and Mead Simplex algorithm

Gibson Eric PH USSU MSM (eric.gibson@pharma.Novartis.com)
13 Feb 1998 04:12:00 +0100


My question concerns the use of the Nelder and Mead Simplex algorithm for
function minimization. STATLIB has FORTRAN code for two versions of this
algorithm. I am interested in whether anyone has successfully loaded and used

this code (via dyn.load), specifically the second version written by D.E.
Shaw
(CISRO) which includes the fitting of a quadratic surface for testing whether a

function minimum has been reached. The code for this second version contains
a

t of WRITE and FORMAT statements which I understand are not allowed when using
dynamic loading. Any help on getting this second version to run is greatly
appreciated. Thanks in advance.

Please respond to me directly at:
Eric Gibson
Novartis Pharmaceuticals
eric.gibson@pharma.novartis.com

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