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fminsearch

Bob_Fratantonio
Beginner
1,418 Views
Hello,
I am trying to write an optimization routine equivalent to MATLAB's fminsearch function. Am I on my own here, or are there routines already written?

Thanks much,
Bob
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DavidWhite
Valued Contributor II
1,418 Views

Bob,

If you know what algorithm it uses, you may be able to find something on Netlib (netlib.org). Other codes may do similar searches, even if the algorithm is different.

Regards,

David

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Jugoslav_Dujic
Valued Contributor II
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According to fminsearch documentation, the keywords are "Nelder Mead", and a Fortran implementation can be found at
http://www.mikehutt.com/neldermead.html.
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Bob_Fratantonio
Beginner
1,418 Views
Thanks guys!
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