IMSL: source code for optimization routine BCPOL

bendel boy
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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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