

You inquired about direct search methods for minimizing
a function subject to constraints.

I have FORTRAN software available via anonymous ftp: see files readme.opt,
marq.f, stepit.f, and simplex.f in directory /pub/jpc at a.cs.okstate.edu .

MARQ is for nonlinear (or linear) least squares problems only.
STEPIT and SIMPLEX are direct search minimizers.
All allow the use of XMIN(J) and XMAX(J) limits on the parameters X(J).
STEPIT and SIMPLEX are interchangeable; MARQ is nearly so.

This software is robust, portable, and supported (by me).
It has been used at many sites for over twenty years.
It can be used and distributed freely.

If you have any further questions, send e-mail.

Good luck.
John Chandler

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