SECTION 6.
PATERN
For description of the algorithm see R.Hooke and T.A.Jeeves, Direct Search Solution of Numerical and Statistical Problems, Journal of the Association for Computing Machinery, 8 (1961),212-21
STORAGE REQUIREMENTS
NQ = i2 = NP
TERMINATION FLAGS
IER = Greater than 0 if optimum is achieved
IER = 1 Attempted step size is less than ACC (absolutely)
IER = -1 Iteration limit exceeded
IER = -3 Input error
IER = -4 Not enough scratch storag
IER = -9 Function error in first FUNC call
IER =-13 No stopping criterion enabled
SECTION 6.1 OPTIONS
Besides the general options the following are available. The option which will most likely be of interest to the user is STPSIZ and its default value can be modified by the user.
COMMON/BPAT/STPSIZ,SHRINK
STPSIZ = Initial stepsize (normally set
greater than 1/20th of the probable range within which the true
value lies). Default value is 1
SHRINK = Shrinkage factor for STPSIZ (between 0.1 and 0.9)
Default = 0.5