neldermead: R port of the Scilab neldermead module

Provides several direct search optimization algorithms based on the simplex method. The provided algorithms are direct search algorithms, i.e. algorithms which do not use the derivative of the cost function. They are based on the update of a simplex. The following algorithms are available: the fixed shape simplex method of Spendley, Hext and Himsworth (unconstrained optimization with a fixed shape simplex), the variable shape simplex method of Nelder and Mead (unconstrained optimization with a variable shape simplex made), and Box's complex method (constrained optimization with a variable shape simplex).

AuthorSebastien Bihorel, Michael Baudin (author of the original module)
Date of publication2015-01-11 23:16:07
MaintainerSebastien Bihorel <sb.pmlab@gmail.com>
LicenseCeCILL-2
Version1.0-10

View on CRAN

Functions

boxlinesearch Man page
costf.transposex Man page
fminbnd Man page
fminbnd.function Man page
fminbnd.outputfun Man page
fmin.gridsearch Man page
fminsearch Man page
fminsearch.function Man page
fminsearch.outputfun Man page
is.neldermead Man page
neldermead Man page
neldermead.algo Man page
neldermead.autorestart Man page
neldermead.box Man page
neldermead.costf Man page
neldermead.destroy Man page
neldermead.fixed Man page
neldermead.function Man page
neldermead.get Man page
neldermead.interpolate Man page
neldermead.isrkelley Man page
neldermead.isroneill Man page
neldermead.istorestart Man page
neldermead.log Man page
neldermead.outputcmd Man page
neldermead-package Man page
neldermead.restart Man page
neldermead.scaletocenter Man page
neldermead.scaletox0 Man page
neldermead.search Man page
neldermead.set Man page
neldermead.startup Man page
neldermead.storehistory Man page
neldermead.termination Man page
neldermead.termstartup Man page
neldermead.updatesimp Man page
neldermead.variable Man page
optimget Man page
optimset Man page
optimset.method Man page
print.neldermead Man page
scaleinconstraints Man page
summary.neldermead Man page

Files

neldermead
neldermead/COPYING
neldermead/inst
neldermead/inst/doc
neldermead/inst/doc/neldermead_manual.R
neldermead/inst/doc/neldermead_manual.pdf
neldermead/inst/doc/neldermead_manual.Rnw
neldermead/NAMESPACE
neldermead/Changelog
neldermead/R
neldermead/R/fmin.gridsearch.R neldermead/R/costf.transposex.R neldermead/R/fminsearch.R neldermead/R/optimset.method.R neldermead/R/neldermead.isroneill.R neldermead/R/neldermead.startup.R neldermead/R/optimget.R neldermead/R/neldermead.function.R neldermead/R/neldermead.algo.R neldermead/R/neldermead.istorestart.R neldermead/R/neldermead.log.R neldermead/R/print.neldermead.R neldermead/R/neldermead.box.R neldermead/R/neldermead.outputcmd.R neldermead/R/neldermead.variable.R neldermead/R/neldermead.isrkelley.R neldermead/R/neldermead.costf.R neldermead/R/fminbnd.function.R neldermead/R/neldermead.interpolate.R neldermead/R/boxlinesearch.R neldermead/R/neldermead.fixed.R neldermead/R/scaleinconstraints.R neldermead/R/neldermead.get.R neldermead/R/is.R neldermead/R/fminsearch.outputfun.R neldermead/R/neldermead.restart.R neldermead/R/neldermead.destroy.R neldermead/R/fminsearch.function.R neldermead/R/neldermead.set.R neldermead/R/fminbnd.outputfun.R neldermead/R/neldermead.storehistory.R neldermead/R/neldermead.autorestart.R neldermead/R/fminbnd.R neldermead/R/neldermead.termination.R neldermead/R/neldermead.scaletocenter.R neldermead/R/neldermead.updatesimp.R neldermead/R/optimset.R neldermead/R/neldermead.scaletox0.R neldermead/R/neldermead.R neldermead/R/summary.neldermead.R neldermead/R/neldermead.search.R neldermead/R/neldermead.termstartup.R
neldermead/vignettes
neldermead/vignettes/neldermeadsearch2.pdf
neldermead/vignettes/neldermead.destroy.tex
neldermead/vignettes/neldermead.startup.tex
neldermead/vignettes/neldermead.search.tex
neldermead/vignettes/Rd2latex.sh
neldermead/vignettes/neldermead.tex
neldermead/vignettes/costf.transposex.tex
neldermead/vignettes/fmin.gridsearch.tex
neldermead/vignettes/neldermead.function.tex
neldermead/vignettes/fminbnd.function.tex
neldermead/vignettes/neldermead.restart.tex
neldermead/vignettes/neldermead_manual.bib
neldermead/vignettes/neldermead.get.tex
neldermead/vignettes/neldermeadsearch1.pdf
neldermead/vignettes/fminsearch.tex
neldermead/vignettes/fminsearch.pdf
neldermead/vignettes/neldermead-package.tex
neldermead/vignettes/neldermead_manual.Rnw
neldermead/vignettes/fminbnd.outputfun.tex
neldermead/vignettes/neldermeadalgo1.pdf
neldermead/vignettes/optimset.tex
neldermead/vignettes/optimget.tex
neldermead/vignettes/fminsearch.function.tex
neldermead/vignettes/fminbnd.tex
neldermead/vignettes/optimset.method.tex
neldermead/vignettes/neldermeadalgo2.pdf
neldermead/vignettes/fminsearch.outputfun.tex
neldermead/vignettes/neldermeadalgo3.pdf
neldermead/vignettes/neldermead.algo.tex
neldermead/vignettes/neldermead.set.tex
neldermead/MD5
neldermead/build
neldermead/build/vignette.rds
neldermead/DESCRIPTION
neldermead/man
neldermead/man/neldermead.set.Rd neldermead/man/neldermead-package.Rd neldermead/man/neldermead.startup.Rd neldermead/man/neldermead.search.Rd neldermead/man/fmin.gridsearch.Rd neldermead/man/optimset.method.Rd neldermead/man/fminsearch.Rd neldermead/man/costf.transposex.Rd neldermead/man/neldermead.algo.Rd neldermead/man/fminbnd.Rd neldermead/man/neldermead.destroy.Rd neldermead/man/optimget.Rd neldermead/man/neldermead.get.Rd neldermead/man/fminsearch.outputfun.Rd neldermead/man/neldermead.Rd neldermead/man/fminbnd.outputfun.Rd neldermead/man/neldermead.function.Rd neldermead/man/optimset.Rd neldermead/man/fminsearch.function.Rd neldermead/man/neldermead.restart.Rd neldermead/man/fminbnd.function.Rd

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