SECTION 5.

NMSIMP

For description of the algorithm see J.A.Nelder and R.Mead, A
Simplex Method for Minimization, *Computer Journal*,
Vol.7, pp.308-313.

STORAGE REQUIREMENTS

NQ = i2 = NP*NP + 4*NP + 1

TERMINATION FLAGS

IER = Greater than 0 if optimum is achieved

IER = 4 Variance in simplex is lt ACC**2, optimum achieved.Note:
NMSIMP convergence depends on function values only

IER = -1 Iteration limit exceeded

IER = -2 Function error in first FUNC call

IER = -3 Input error

IER = -4 Not enough scratch storage

IER =-10 Number of permissible restarts exceeded

IER =-11 Error in simplex shrinkage

IER =-12 Error building initial simplex

IER =-13 No stopping criterion enabled

SECTION 5.1 OPTIONS

Besides the general options the following are available. The option which will most likely be of interest to the user is STP1.

COMMON/BNEL/STP1,VAR,KONVGE,NRST

STP1 = Initial simplex step size.
Default = 1.D0

VAR = Output, variance of function values in the simplex at the
optimum

KONVGE = Number of steps taken before convergence is checked
Default value is NP + 2

NRST = Number of restarts permitted (when simplex collapses).
Default value is 0