SECTION 4.
POWELL
For description of algorithm see M.J.D.Powell, An Efficient Method for Finding the Minimum of a Function of Several Variables Without Calculating Derivatives, Computer Journal, 7(1964),155-62
STORAGE REQUIREMENTS
NQ = i2 = 2*NP + NP*NP
TERMINATION FLAGS
IER = Greater than 0 if optimum is achieved
IER = 3 Function value is accurate to relative ACC
IER = 1 Attempted step size is less than ACC (relatively)
IER = -1 Iteration limit exceeded
IER = -3 Input error
IER = -4 Not enough scratch storage
IER = -9 Function error in first FUNC call
IER =-13 No stopping criterion enabled
Besides the general options the following are available. The option which will most likely be of interest to the user is STEP1.
COMMON/BLNSR/STEP1,STPACC,NLNSR
STEP1 = Length of the initial step taken bySTR in linear
optimizing. Default = 1
STPACC = Accuracy required in linear optimizing. Default is
ACC/NP
NLNSR = Maximum number of steps in each linear search. Default =
20