PRAXIS - Scalar Function Optimization

PRAXIS is Richard Brent's "principal axis" code for seeking an N-dimensional point X which minimizes a given scalar function F(X). The code is a refinement of Powell's method of conjugate search directions.

Reference 1:

Richard Brent,
Algorithms for Minimization without Derivatives,
Prentice Hall, 1973
Reprinted by Dover, 2002.

Files you may copy include:

• praxis.f90, the source code.
• praxis_prb.f90, sample calling routine.
• praxis_prb.out, sample output.

The list of routines includes:

• FLIN is the function of one variable to be minimized by MINNY.
• MINFIT computes the singular value decomposition of an array.
• MINNY minimizes a scalar function of N variables along a line.
• PRAXIS seeks an N-dimensional minimizer X of a scalar function F(X).
• PRINT2 prints certain data about the progress of the iteration.
• QUAD seeks to minimize the scalar function F along a particular curve.
• R_SWAP switches two real values.
• RMAT_PRINT prints out a matrix.
• RVEC_PRINT prints a real vector, with an optional title.
• SORT sorts a vector D and adjusts the corresponding columns of a matrix V.

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