optimsimplex-package: R port of the Scilab optimsimplex module

In optimsimplex: R Port of the 'Scilab' Optimsimplex Module

Description

The goal of this package is to provide 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.,

• the method of Nelder and Mead,

• the Box's algorithm for constrained optimization,

• the multi-dimensional search by Torczon,

• etc ...

Features The following is a list of features currently provided:

• Manage various simplex initializations

  • initial simplex given by user,

  • initial simplex computed with a length and along the coordinate axes,

  • initial regular simplex computed with Spendley et al. formula,

  • initial simplex computed by a small perturbation around the initial guess point,

  • initial simplex computed from randomized bounds.

• sort the vertices by increasing function values,

• compute the standard deviation of the function values in the simplex,

• compute the simplex gradient with forward or centered differences,

• shrink the simplex toward the best vertex,

• etc...

Details

Package:	optimsimplex
Type:	Package
Version:	1.0-8
Date:	2022-01-28
License:	CeCILL-2
LazyLoad:	yes

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

Author(s)

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

Author of R adaptation: Sebastien Bihorel ([e-mail])

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