R/package.R

In kingaa/subplex: Unconstrained Optimization using the Subplex Algorithm

##' Subplex unconstrained optimization algorithm
##'
##' The \pkg{subplex} package implements Tom Rowan's subspace-searching simplex
##' algorithm for unconstrained minimization of a function.
##'
##' Subplex is a subspace-searching simplex method for the unconstrained
##' optimization of general multivariate functions. Like the Nelder-Mead simplex
##' method it generalizes, the subplex method is well suited for optimizing
##' noisy objective functions. The number of function evaluations required for
##' convergence typically increases only linearly with the problem size, so for
##' most applications the subplex method is much more efficient than the simplex
##' method.
##'
##' Subplex was written in FORTRAN by Tom Rowan (Oak Ridge National Laboratory).
##' The FORTRAN source code is maintained on the netlib repository
##' at \url{https://www.netlib.org/opt/subplex.tgz}.
##'
##' @name subplex-package
##' @author Aaron A. King (kingaa at umich dot edu)
##' @seealso \code{\link{subplex}}, \code{\link{optim}}
##' @references T. Rowan, "Functional Stability Analysis of Numerical Algorithms",
##' Ph.D. thesis, Department of Computer Sciences, University of
##' Texas at Austin, 1990.
##' @keywords optimize
##' @useDynLib subplex, .registration = TRUE
##'
"_PACKAGE"