simplex: Carries out optimization using a simplex algorithm (finding a...

In DDD: Diversity-Dependent Diversification

Carries out optimization using a simplex algorithm (finding a minimum)

Description

Function to optimize target function using a simplex method adopted from Matlab

Usage

simplex(fun, trparsopt, optimpars, ...)

Arguments

fun	Function to be optimized
trparsopt	Initial guess of the parameters to be optimized
optimpars	Parameters of the optimization: relative tolerance in function arguments, relative tolerance in function value, absolute tolerance in function arguments, and maximum number of iterations
...	Any other arguments of the function to be optimimzed, or settings of the optimization routine

Value

out	A list containing optimal function arguments (par, the optimal function value (fvalues) and whether the optimization converged (conv)

.

Author(s)

Rampal S. Etienne

Examples

cat("No examples")

DDD documentation built on July 26, 2023, 5:25 p.m.