| HOOKE | Author | Mark G. Johnson |
| Language | C | |
| Algorithm | Hooke and Jeeves searching algorithm | |
| Input Format | ||
| Modeling Languages link | ||
| Commercial Status | free | |
| Platform | Any machine with a reasonable amount of memory and a Fortran compiler | |
| Remarks | The program finds the local minimum of a function using the Hooke and Jeeves searching algorithm. The objective function is not required to be continuous, or differentiable. | |
| References | R. Hooke and T. A. Jeeves, Direct Search Solution of Numerical and Statistical Problems, Journal of the ACM, Vol. 8, April 1961, pp. 212-229
Arthur F. Kaupe Jr., Algorithm 178: Direct Search, Communications of the ACM, Vol 6. p.313 (June 1963). Margaret H. Wright, Direct Search Methods: Once Scorned, Now Respectable, AT&T Bell Laboratories, Murray Hill, New Jersey 07974. |
