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

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/optimsimplex")
sbihorel/optimsimplex documentation built on Feb. 13, 2018, 7:14 p.m.