Hi Jun Cao, 

please take a look at the excellent gsl-ref manual that comes with the
distribution. I.e., run
,----
| info gsl-ref
`----

> In Nonlinear Least-Squares Fitting, Does anyone know if there are any
> Minimization Algorithms without Derivatives in GSL?

See, for example, this page:

,----[ (info "(gsl-ref)Multimin Algorithms") ]
|  -- Minimizer: gsl_multimin_fminimizer_nmsimplex
|      This is the Simplex algorithm of Nelder and Mead. It constructs n
|      vectors p_i from the starting vector X and the vector STEP_SIZE as
|      follows:
`----

Greetings,
Jochen
-- 
Einigkeit und Recht und Freiheit                http://www.Jochen-Kuepper.de
    Liberté, Égalité, Fraternité                GnuPG key: CC1B0B4D
        (Part 3 you find in my messages before fall 2003.)


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