Optimization by pattern search

We develop and test an optimization algorithm written in C language. The algorithm solves unconstrained multivariable nonlinear minimization problems. Test on known problems with two, three and four variables show that the algorithm is efficient, portable, and simple to understand and implement. The procedure for the C language algorithm consists of two types of moves; however, the new method utilizes a parsimonious pattern move procedure that eliminates unnecessary exploratory moves around a failed pattern move. Numerical examples are given to show the high efficiency of the new method.