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

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Files in this package

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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