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dsmanoli@econ.ucla.edu
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Green Belt
July 3, 2009 10:59 AM PDT
IMSL: source code for optimization routine BCPOL
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
Steve Lionel (Intel)
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Black Belt
July 3, 2009 5:58 PM PDT
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#1
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.
bendel boy
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Green Belt
July 7, 2009 2:58 AM PDT
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#2 Reply to #1
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.


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