R Port of the 'Scilab' Optimsimplex Module
R port of the Scilab optimsimplex module
Computation of Function Value(s)
Erase Simplex Object
Optimsimplex Get Function Class
Simplex Gradient
Optimsimplex Logging
S3 optimsimplex class
Simplex Reflection
Optimsimplex Set Function Class
Simplex Shrink
Optimsimplex Utility Functions
S3 osimplex and vertex classes
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) <https://www.cs.wm.edu/~va/research/thesis.pdf>, etc...