optimsimplex: R Port of the 'Scilab' Optimsimplex Module

Provides a building block for optimization algorithms based on a simplex. The 'optimsimplex' package may be used in the following optimization methods: the simplex method of Spendley et al. (1962) <doi:10.1080/00401706.1962.10490033>, the method of Nelder and Mead (1965) <doi:10.1093/comjnl/7.4.308>, Box's algorithm for constrained optimization (1965) <doi:10.1093/comjnl/8.1.42>, the multi-dimensional search by Torczon (1989) <https://www.cs.wm.edu/~va/research/thesis.pdf>, etc...

Package details

AuthorSebastien Bihorel [aut, cre], Michael Baudin [aut]
MaintainerSebastien Bihorel <sb.pmlab@gmail.com>
LicenseCeCILL-2
Version1.0-8
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("optimsimplex")

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optimsimplex documentation built on Jan. 29, 2022, 1:09 a.m.