neldermead-package: R port of the Scilab neldermead module

Description

The goal of this package is to provide a Nelder-Mead direct search optimization method. That Nelder-Mead algorithm may be used in the following optimization context:

Design

This package provides the following components:

The current component is based on the following packages

Features

The following is a list of features the Nelder-Mead prototype algorithm currently provides:

Details

Package: neldermead
Type: Package
Version: 1.0-10
Date: 2015-01-11
License: CeCILL-2
LazyLoad: yes

See vignette('neldermead',package='neldermead') for more information.

Author(s)

Author of Scilab neldermead module: Michael Baudin (INRIA - Digiteo)

Author of R adaptation: Sebastien Bihorel (sb.pmlab@gmail.com)

References

'Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation', Spendley, W. and Hext, G. R. and Himsworth, F. R., American Statistical Association and American Society for Quality, 1962

'A Simplex Method for Function Minimization', Nelder, J. A. and Mead, R., The Computer Journal, 1965

'A New Method of Constrained Optimization and a Comparison With Other Methods', M. J. Box, The Computer Journal 1965 8(1):42-52, 1965 by British Computer Society

'Discussion and correspondence: modification of the complex method of constrained optimization', J. A. Guin, The Computer Journal, 1968

'Detection and Remediation of Stagnation in the Nelder–Mead Algorithm Using a Sufficient Decrease Condition', Kelley C. T., SIAM J. on Optimization, 1999

'Iterative Methods for Optimization', C. T. Kelley, SIAM Frontiers in Applied Mathematics, 1999

'Algorithm AS47 - Function minimization using a simplex procedure', O'Neill, R., Applied Statistics, 1971

See Also

optimbase optimsimplex


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.