mo_nelmin.f90 File Reference

Nelder-Mead algorithm. More...

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Data Types
interface	mo_nelmin::nelminrange
	Minimizes a user-specified function using the Nelder-Mead algorithm. More...

Modules
module	mo_nelmin
	Nelder-Mead algorithm.

Functions/Subroutines
real(dp) function, dimension(size(pstart)), public	mo_nelmin::nelmin (func, pstart, varmin, step, konvge, maxeval, funcmin, neval, numrestart, ierror, history)
	Minimizes a user-specified function using the Nelder-Mead algorithm.
real(dp) function, dimension(size(pstart)), public	mo_nelmin::nelminxy (func, pstart, xx, yy, varmin, step, konvge, maxeval, funcmin, neval, numrestart, ierror, history)
	Minimizes a user-specified function using the Nelder-Mead algorithm.
real(dp) function, dimension(size(pstart))	mo_nelmin::nelminrange_dp (func, pstart, prange, varmin, step, konvge, maxeval, funcmin, neval, numrestart, ierror, history)
real(sp) function, dimension(size(pstart))	mo_nelmin::nelminrange_sp (func, pstart, prange, varmin, step, konvge, maxeval, funcmin, neval, numrestart, ierror, history)

Detailed Description

Nelder-Mead algorithm.

This module provides NELMIN, which minimizes a function using the Nelder-Mead algorithm with the Applied Statistics algorithms No. 047. Original FORTRAN77 version by R ONeill. FORTRAN90 version by John Burkardt.

Author

Matthias Cuntz

Date

2012

Copyright

Copyright 2005-2024, the CHS Developers, Sabine Attinger: All rights reserved. FORCES is released under the LGPLv3+ license

The UFZ (CHS) FORCES code is free software. You can redistribute it and/or modify it under the terms of the GNU General Public License as published by the free Software Foundation either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You received a copy of the GNU Lesser General Public License along with the UFZ CHS FORCES code. It can be found in the files COPYING and COPYING.LESSER provided with this software. The complete GNU license text can also be found at http://www.gnu.org/licenses/.

Definition in file mo_nelmin.f90.