Numerical Minimization of many-variable function in Fortran

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SUMMARY

This discussion focuses on numerical minimization of a multi-variable function in Fortran, specifically targeting a function with 20 variables. The user seeks a Fortran subroutine to minimize this function while providing the analytic forms of the first and second derivatives. Recommended methods include genetic algorithms and simulated annealing, with a specific Fortran source code for simulated annealing provided at this link. Additional resources for global optimization techniques can be found at this site.

PREREQUISITES
  • Understanding of Fortran programming language
  • Familiarity with numerical optimization techniques
  • Knowledge of derivatives and their applications in optimization
  • Experience with global optimization methods such as genetic algorithms and simulated annealing
NEXT STEPS
  • Research the implementation of genetic algorithms in Fortran
  • Study the principles of simulated annealing for multi-variable functions
  • Explore the Fortran source code provided in the discussion for simulated annealing
  • Investigate additional global optimization libraries and tools available for Fortran
USEFUL FOR

This discussion is beneficial for Fortran developers, numerical analysts, and researchers focused on optimization problems involving multi-variable functions.

dftfunctional
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I would like to find a FORTRAN subroutine or a good way to minimize function numerically.So basically my function has 20 variables and I am able to provide analytic form of the first and the second derivative of the function. Basically what I want is: have the form of the function of 20 variables, I assign values to e.g. 14 variables and to find the set of values for the rest variables in order to have the minimized value of the function. Any tips how to do this or where to search for subroutine (trying to avoid local minima)?
 
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