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KGMEurope1-Visitor
1-Visitor
April 29, 2015
Question

Nonlinear optimization (derivative free) in Mathcad?

  • April 29, 2015
  • 5 replies
  • 1847 views

Hi All,

Could someone tell me if there's a spreadsheet available, or any solution with built in functions to perform a Nelder-Mead simplex optimization of multi-variable function?

Thanks,

Zsolt

    5 replies

    R
    RichardJ19-Tanzanite
    19-Tanzanite
    April 29, 2015

    There is no built-in function, but why do you want to use this algorithm? Because it doesn't require derivatives, or for some other reason?

    K
    KGMEurope1-VisitorAuthor
    1-Visitor
    April 30, 2015

    I have an expression like: G(y,x,c,v,b,n)

    The expression between variables and G is not closed form, it's self-written function.

    I want to find the closest point of G=0 surface to the origo.

    R
    RichardJ19-Tanzanite
    19-Tanzanite
    April 30, 2015

    Look up "minerr" in the help. It should do what you want. If you can't get it working post a worksheet with your problem (to do so, click on "Use Advanced editor" at the top right of the edit dialog).

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