readme

simplex Fortran code to find the minimum

README file for SUBPLEX

NAME
     subplex - subspace-searching simplex method for unconstrained
     optimization

DESCRIPTION
     Subplex is a subspace-searching simplex method for the
     unconstrained optimization of general multivariate functions.
     Like the Nelder-Mead simplex method it generalizes, the subplex
     method is well suited for optimizing noisy objective functions.
     The number of function evaluations required for convergence
     typically increases only linearly with the problem size, so for
     most applications the subplex method is much more efficient than
     the simplex method.

INSTALLATION
     To build subplex on UNIX systems, edit the Makefile as necessary
     and type:

	     make

     This will create a linkable library named subplex.a and a
     demonstration executable named demo.

EXAMPLE
     To run subplex on a simple objective function type:

	     demo < demo.in

     To run subplex on other problems, edit a copy of the sample driver
     demo.f as necessary.

AUTHOR
     Tom Rowan
     Oak Ridge National Laboratory
     Mathematical Sciences Section
     P.O. Box 2008, Bldg. 6012
     Oak Ridge, TN 37831-6367

     Phone:   [phone]
     Fax  :   [phone]
     Email:   [e-mail]

REFERENCE
     T. Rowan, "Functional Stability Analysis of Numerical Algorithms",
     Ph.D. thesis, Department of Computer Sciences, University of Texas
     at Austin, 1990.

COMMENTS
     Please send comments, suggestions, or bug reports to
     [e-mail].