IDL routines

The Interactive Data Language is popular among astronomers. Here are a few routines may be useful.

Shuffle Complex Evolution (SCE) routine in IDL .
SCE is a hybrid Genetic Algorithm-Simplex non-convex global optimization algorithm that requires a small number of (expensive) function calls. It was proposed by Q. A. Duan. The IDL (Interactive Data Language) routine has an extra functionality: extinction, which stops search avenues that have a low probability of success. (non-convex optimization, IDL)

Non-convex optimization can also be perform using the particle swarm method. Here provide a routine in IDL The SCE method above is in general much more efficient in the number of function calls required to find the global minimum.