Description Usage Arguments Value Author(s) See Also
These functions support the S3 class 'neldermead'and are intended to either create objects of this class or check if an object is of this class.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22  neldermead(optbase, method, simplex0, simplex0method,
simplex0length, simplexsize0, simplexopt, historysimplex, coords0, rho, chi,
gamma, sigma, tolfstdeviation, tolfstdeviationmethod, tolsimplexizeabsolute,
tolsimplexizerelative, tolsimplexizemethod, toldeltafv, tolssizedeltafvmethod,
simplex0deltausual, simplex0deltazero, restartsimplexmethod, restartmax,
restarteps, restartstep, restartnb, restartflag, restartdetection,
kelleystagnationflag, kelleynormalizationflag, kelleystagnationalpha0,
kelleyalpha, startupflag, boxnbpoints, boxnbpointseff, boxineqscaling,
checkcostfunction, scalingsimplex0, guinalphamin, boxboundsalpha,
boxtermination, boxtolf, boxnbmatch, boxkount, boxreflect, tolvarianceflag,
tolabsolutevariance, tolrelativevariance, variancesimplex0, mymethod,
myterminate, myterminateflag, greedy, output, exitflag)
## S3 method for class 'neldermead'
print(x,verbose,...)
## S3 method for class 'neldermead'
summary(object,showhistory,...)
## S3 method for class 'neldermead'
is(x=NULL)

optbase 
An object of class 'optimbase', i.e. a list created by

method 
The name of the algorithm to use. 
simplex0 
An object of class 'simplex', i.e. a list created by

simplex0method 
The method to use to compute the initial simplex. 
simplex0length 
The length to use when the initial simplex is computed with the 'axes' or 'spendley' methods. 
rho 
The reflection coefficient. This parameter is used when the

chi 
The expansion coefficient. This parameter is used when the

gamma 
The contraction coefficient. This parameter is used when the

sigma 
The shrinkage coefficient. This parameter is used when the

tolfstdeviation 
The tolerance for the standard deviation. 
tolfstdeviationmethod 
Set to FALSE. 
tolsimplexizeabsolute 
The absolute tolerance on the simplex size. 
tolsimplexizerelative 
The relative tolerance on the simplex size. 
tolsimplexizemethod 
Logical flag to enable/disable the tolerance on
the simplex size. When this criteria is enabled, the values of the

simplexsize0 
Initial size of the simplex, for the tolerance on the simplex size. 
toldeltafv 
The absolute tolerance on the difference between the highest and the lowest function values. 
tolssizedeltafvmethod 
Logical flag to enable/disable the termination
criteria based on the size of the simplex and the difference of function
value in the simplex. If this criteria is triggered, the status of the
optimization is set to 'tolsizedeltafv'. This termination criteria uses
the values of the 
historysimplex 
The list to store the history for simplex. The simplex
will be stored on a new level of the list at each iteration, so the length
of 
coords0 
The coordinates of the vertices of the initial simplex. If
the 
simplex0deltausual 
The relative delta for nonzero parameters in 'pfeffer' method. 
simplex0deltazero 
The absolute delta for nonzero parameters in 'pfeffer' method. 
simplexopt 
The optimum simplex, after one optimization process. 
restartsimplexmethod 
The method to compute the initial simplex after a restart. 
restartmax 
The maximum number of restarts, when automatic restart is
enabled via the 
restarteps 
The absolute epsilon value used to check for optimality in the factorial O'Neill restart detection. 
restartstep 
The absolute step length used to check for optimality in the factorial O'Neill restart detection. 
kelleystagnationflag 
Logical flag to enable/disable the termination criteria using Kelley's stagnation detection, based on sufficient decrease condition. If this criteria is triggered, the status of the optimization is set to 'kelleystagnation'. 
,
kelleynormalizationflag 
Logical flag to enable/disable the
normalization of the alpha coefficient in Kelley's stagnation detection,
i.e. use the value of the 
kelleystagnationalpha0 
The parameter used in Kelley's stagnation detection. 
kelleyalpha 
The current value of Kelley's alpha, after normalization, if required. 
restartnb 
Number of restarts performed. 
restartflag 
Logical flag to enable/disable the automatic restart of the algorithm. 
restartdetection 
The method to detect if the automatic restart must be performed. 
startupflag 
Set to TRUE when the startup has been performed. 
boxnbpoints 
The number of points in the initial simplex, when the

boxnbpointseff 
The effective number of points required in the simplex for Box's algorithm. 
boxineqscaling 
The scaling coefficient used to scale the trial point for function improvement or into the constraints of Box's algorithm. 
checkcostfunction 
Logical flag to enable/disable the checking of the connection of the cost function. 
scalingsimplex0 
The algorithm used to scale the initial simplex into the nonlinear constraints. The following two algorithms are provided:
If the centroid happens to be unfeasible, because the constraints are not convex, the scaling of the initial simplex toward the centroid may fail. Since the initial guess is always feasible, scaling toward the initial guess cannot fail. 
guinalphamin 
The minimum value of alpha when scaling the vertices of the simplex into nonlinear constraints in Box's algorithm. 
boxboundsalpha 
The parameter used to project the vertices into the bounds in Box's algorithm. 
boxtermination 
Logical flag to enable/disable Box's termination criteria. 
boxtolf 
The absolute tolerance on difference of function values in
the simplex, suggested by Box. This tolerance is used if the

boxnbmatch 
The number of consecutive match of Box's termination criteria. 
boxkount 
Current number of consecutive match. 
boxreflect 
The reflection factor in Box's algorithm. 
tolvarianceflag 
Logical flag to enable/disable the termination criteria based on the variance of the function value. If this criteria is triggered, the status of the optimization is set to 'tolvariance'. This criteria is suggested by Nelder and Mead. 
tolabsolutevariance 
The absolute tolerance on the variance of the function values of the simplex. 
tolrelativevariance 
The relative tolerance on the variance of the function values of the simplex. 
variancesimplex0 
Relative tolerance on variance. 
mymethod 
A userderined simplex algorithm. 
myterminate 
A userdefined terminate function. 
myterminateflag 
Logical flag to enable/disable the userdefined terminate function. 
greedy 
Logical flag to enable/disable greedy NelderMead. 
output 
The command to call back for userdefined output of specialized function. 
exitflag 
Logical flag to enable/disable the userdefined output of specialized function. 
x 
An object of class 'neldermead'. 
verbose 
A logical flag, controlling the amount of data printed. 
... 
optional arguments to 'print' or 'plot' methods. 
object 
An object of class 'neldermead'. 
showhistory 
Optional logical flag, to define whether optimization history must be summarized or not. 
The neldermead
function returns a new object of class 'neldermead',
with the following default content:
An object of class 'optimbase' with the following default content:
Default is FALSE.
Default is NULL.
Default is NULL.
Default is 0.
Default is 0.
Default is 0.
Default is .Machine$double.eps.
Default is FALSE.
Default is 0.
Default is .Machine$double.eps.
Default is TRUE.
Default is 0.
Default is 100.
Default is 100.
Default is 0.
Default is ”.
Default is ”.
Default is NULL.
Default is NULL.
Default is FALSE.
Default is ”.
Default is ”. If the user configures this element, it is expected to be an object of class 'optimbase.outputargs' or will be coerced to an object of class 'optimbase.outputargs'.
Default is 0.
Default is FALSE.
Default is ”. If the user configures this element, it is expected to be an object of class 'optimbase.functionargs' or will be coerced to an object of class 'optimbase.functionargs'.
Default is NULL.
Default is NULL.
Default is 0.
Default is ”.
Default is 0.
Default is FALSE.
Default is FALSE.
Default is 'variable'.
Default is an object of class 'simplex', with the following content:
Default is 0.
Default is NULL.
Default is 0.
Default is NULL.
Default is 0.
Default is 'axes'.
Default is 1.
Default is 1.
Default is 2.
Default is 0.5.
Default is 0.5.
Default is 0.
Default is FALSE.
Default is 0.
Default is .Machine$double.eps.
Default is FALSE.
Default is 0.
Default is .Machine$double.eps.
Default is FALSE.
Default is NULL.
Default is NULL.
Default is 0.05.
Default is 0.0075.
Default is NULL.
Default is 'oriented'.
Default is 3.
Default is .Machine$double.eps.
Default is 1.
Default is FALSE.
,
Default is TRUE, i.e. the simplex gradient of the initial simplex is taken into account in the stagnation detection.
Default is 1.e4.
Default is 1.e4.
Default is 0.
Default is FALSE.
Default is 'oneill'.
Default is FALSE.
Default is '2n'.
Default is 0.
Default is 0.
Default is TRUE.
Default is 'tox0'.
Default is 1.e6.
Default is FALSE.
Default is 1.e5.
Default is 5.
Default is 0.
Default is 1.3.
Default is FALSE.
Default is 0.
Default is .Machine$double.eps.
Default is .Machine$double.eps.
Default is NULL.
Default is NULL.
Default is FALSE.
Default is FALSE.
Default is list().
Default is FALSE.
Author of Scilab neldermead module: Michael Baudin (INRIA  Digiteo)
Author of R adaptation: Sebastien Bihorel ([email protected])
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