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dsmanoli
07-03-2009, 09:24 AM
Hi,

I purchased the IMSL library and I have been using the optimization routine BCPOL to minimize a function. I need to find out more about what this optimization routine is doing.

Is there a way I can look at the source code for BCPOL? If so, where can I find the Fortran source code on my computer? If not, are there any programs on the web that use the same algorithm that I can look at?

I appreciate any help!

Thanks,
Day

ed
07-03-2009, 02:16 PM
Unless you have a source code license (which very few users have) you won't have the IMSL source code on your machine.

For this function, the complete documentation is here (http://www.vni.com/products/imsl/documentation/fort06/math/NetHelp/default.htm?turl=bcpol.htm).

Do you have any specific questions about this routine?

Richard Hanson
07-04-2009, 08:30 AM
This routine is for a bound-constrained "direct search" optimization problem. There are other options you can investiate, including obtaining a VNI source license for this code.

A starting discussion of direct search methods is found here http://www.cs.wm.edu/~va/research/sirev.pdf. There is C++ software here http://www.cs.wm.edu/~va/software/DirectSearch/direct_code/. For simple bound constraints there is a recent code BOBYQA by M. Powell that may directly apply, http://plato.asu.edu/sub/nlounres.html#function. This code appears to be freely available but any user should contact the author.