R Port of the 'Scilab' Neldermead Module
Computation of the constrained minimimum of given function with the Ne...
fminsearch Cost Function Call
fminbnd Output Function Call
Computation of the unconstrained minimum of given function with the Ne...
Cost Function Call
Grid evaluation of an unconstrained cost function
fminbnd Cost Function Call
fminsearch Output Function Call
R port of the Scilab neldermead module
Nelder-Mead Algorithm
Erase a neldermead object.
Call Cost Function.
Get the value for the given element
S3 neldermead object
Restart neldermead search.
Starts the optimization
Neldermead Object Configuration
Secondary functions for neldermead.search
Queries an optimization option list
Default set of optimization options
Configures and returns an optimization data structure.
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, 1962) <doi:10.1080/00401706.1962.10490033>, the variable shape simplex method of Nelder and Mead (unconstrained optimization with a variable shape simplex made, 1965) <doi:10.1093/comjnl/7.4.308>, and Box's complex method (constrained optimization with a variable shape simplex, 1965) <doi: 10.1093/comjnl/8.1.42>.