A Portable System for Multidimensional Minimization

Nature ofphysical problem A lot of problems in physics, chemistry, applied mathematics as well as in engineering and in other fields, are quite often reduced tominimizing a function of several variables. MERLIN is a system designed to minimize a multidimensional function. Method of solution Six algorithms are implemented. Three of them make use of the function’s gradient and hence are suitable for minimizing differentiable functions, the rest three do not use derivatives at all and so are applicable to non-differentiable functions as well. The first three are the quasi-Newton methods known as DFP (1], BFGS [2] and the conjugate gradient method of Polak and Ribiere [3]. The SIMPLEX method of Nedler and Mead [4], corrected as suggested by Mike and Chaves [5], a random search and an ad hoc method, which use only function values, are implemented as well.