Adam Gurson and Virginia Torczon
The software posted here is part of an ongoing project to develop C++ class-based implementations of direct search methods. The original software was developed by Adam Gurson as part of a 2000 Honors Thesis in Computer Science under the direction of Virginia Torczon.
Christopher Siefert has implemented and provided useful C++ classes for vector and matrix operations, which have since been incorporated by Adam.
This work is based on simplex searches discussed in the paper For a full discussion of the implementation and the results of preliminary experimentation, see Simplex Search Behavior in Nonlinear Optimization.
The bracketed links below are to C++ files. Other links lead to descriptions of the files. If you wish to save the files below rather than view them, click on the link with the SHIFT key depressed. With a Netscape browser, this will bring up a "Save As" dialog box.
|Container classes. . .||[vec.h] [cmat.h] [subscrpt.h]|
|Spendley, Hext and Himsworth Search . . .||[SHHSearch.h] [SHHSearch.cc]|
|Nelder-Mead Search . . .||[NMSearch.h] [NMSearch.cc]|
|Sequential Multidirectional Search . . .||[SMDSearch.h] [SMDSearch.cc]|
|Objective Function and Initial Values Files . . .||[objective.h] [objective.cc]|
|Main Program Files . . .||[NMtest.cc] [SHHtest.cc] [SMDtest.cc]|
|Random Number Generators . . .||[rngs.h] [rngs.c] [rvgs.h] [rvgs.c]|
|A sample function to play with...||[shekel.cc]|