sbihorel/neldermead: R Port of the 'Scilab' Neldermead Module

Provides several direct search optimization algorithms based on the simplex method. The provided algorithms are direct search algorithms, i.e. algorithms which do not use the derivative of the cost function. They are based on the update of a simplex. The following algorithms are available: the fixed shape simplex method of Spendley, Hext and Himsworth (unconstrained optimization with a fixed shape simplex), the variable shape simplex method of Nelder and Mead (unconstrained optimization with a variable shape simplex made), and Box's complex method (constrained optimization with a variable shape simplex).

Getting started

Package details

AuthorSebastien Bihorel, Michael Baudin (author of the original module)
MaintainerSebastien Bihorel <[email protected]>
LicenseCeCILL-2
Version$version$
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("sbihorel/neldermead")
sbihorel/neldermead documentation built on Feb. 13, 2018, 7:14 p.m.