Nonlinear optimization (derivative free) in Mathcad?

[KGMEurope]

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

[RichardJ]

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?

[KGMEurope]

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.

[RichardJ]

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).

[KGMEurope]

Minerr requires "n" equations for "n" variables, while I'm having only one equation.

[RichardJ]

I'm not sure where you read that, because minerr does not require n equations for n variables.

Can you post a worksheet with a better description of the problem?