sbihorel/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) <http://www.cs.wm.edu/~va/research/thesis.pdf>, etc...
Getting started
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Package details |
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| Author | Sebastien Bihorel, Michael Baudin (author of the original module) |
| Maintainer | Sebastien Bihorel <sb.pmlab@gmail.com> |
| License | CeCILL-2 |
| Version | $version$ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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