Hi all,
Does anyone mind sharing the nelder-mead or powell method implemented in .Net?
I've tried using the Nelder-Mead algorithm from numerical recipes but it's still a bit buggy and I'm not positive I'll be able to use it with constraints.
Powell's method would be more ideal and I started off trying to code it up first (I had already coded up Brent's method to use with it) but got stuck.
Many thanks,
Does anyone mind sharing the nelder-mead or powell method implemented in .Net?
I've tried using the Nelder-Mead algorithm from numerical recipes but it's still a bit buggy and I'm not positive I'll be able to use it with constraints.
Powell's method would be more ideal and I started off trying to code it up first (I had already coded up Brent's method to use with it) but got stuck.
Many thanks,