neldermead (1.0-10)

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R port of the Scilab neldermead module.

http://cran.r-project.org/web/packages/neldermead

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).

Maintainer: Sebastien Bihorel
Author(s): Sebastien Bihorel, Michael Baudin (author of the original module)

License: CeCILL-2

Uses: optimbase, optimsimplex
Reverse depends: classyfire, IQMNMR, optDesignSlopeInt, scaRabee

Released about 2 years ago.


7 previous versions

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