Downhill simplex (non linear optimization)

[Andreas Kyprianou]

Hello,
I am using Downhill Simplex algorithm to optimize a coupled system of non
linear differential equations. These differential equations are represented
by 25 parameters that are needed to be identified.Recently I have written
some m-files to solve the above problem but it takes a bit long to converge
(Usually between 2 or 3 days).
Does anyone have any tips on how the things can be improved?
Does anybody know of any code ( C , MAtlab etc) available on the Net ?
Thanks
Andreas

[Steve Leblanc]

If you look in Netlib (ftp.netlib.org) in the opt directory, you'll
find the code for `subplex', a subspace searching downhill simplex
method. Of course, it's either in C or FORTRAN (I don't remember)
and I don't know enough about MATLAB to know whether it's easy to call
external code.

There's also an optimizer selection page out on the web somewhere that
lets you find the optimization code that's best suited to your problem.
Most of them are free, but in C or FORTRAN. I don't remember where that
page is exactly, but if you search Yahoo for "Optimization", you'll
find it.

Steve Leblanc
lu...@cam.org