topic IMSL: source code for optimization routine BCPOL in Intel® Fortran Compiler

IMSL: source code for optimization routine BCPOL

dsmanoli — Fri, 03 Jul 2009 16:59:19 GMT

Hi,

I purchased the IMSL library and I have been using the optimization routine BCPOL to minimize a function. The documentation says "The routine BCPOL uses the complex method to find a minimum point of a function of n variables" but I need to find out more about what this optimization routine is doing.

Is there a way I can look at the source code for BCPOL? If so, where can I find the Fortran source code on my computer? If not, are there any programs on the web that use the same algorithm that I can look at?

I appreciate any help!

Thanks,
Day

Re: IMSL: source code for optimization routine BCPOL

Steven_L_Intel1 — Fri, 03 Jul 2009 23:58:25 GMT

The source code is proprietary to Visual Numerics and is not available. I'd suggest asking at the VNI IMSL forum where the VNI engineers and scientists hang out, but I see you've already done that.

Re: IMSL: source code for optimization routine BCPOL

bendel_boy1 — Tue, 07 Jul 2009 08:58:15 GMT

Quoting - Steve Lionel (Intel)

The source code is proprietary to Visual Numerics and is not available. I'd suggest asking at the VNI IMSL forum where the VNI engineers and scientists hang out, but I see you've already done that.

IMSL may let have you access to the source code, but at a steep price.

The Complex method is effectively the Simplex (Nelder-Mead) method with support for bounds. (It was a deliberate play on words.)

I see that your IMSL posting has given you suitable references & C++ source code. I'd be inclined to go to http://plato.asu.edu/sub/nlores.html and use the COBYLA codes as being the best equivalent.