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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>.
| Version: | 1.0-12 |
| Depends: | optimbase (≥ 1.0-9), optimsimplex (≥ 1.0-7), methods |
| Suggests: | knitr (≥ 1.28), rmarkdown (≥ 2.2) |
| Published: | 2022-02-01 |
| Author: | Sebastien Bihorel [aut, cre], Michael Baudin [cph] |
| Maintainer: | Sebastien Bihorel <sb.pmlab at gmail.com> |
| License: | CeCILL-2 |
| NeedsCompilation: | no |
| Materials: | README ChangeLog |
| In views: | Optimization |
| CRAN checks: | neldermead results |
| Reference manual: | neldermead.pdf |
| Vignettes: |
manual |
| Package source: | neldermead_1.0-12.tar.gz |
| Windows binaries: | r-devel: neldermead_1.0-12.zip, r-release: neldermead_1.0-12.zip, r-oldrel: neldermead_1.0-12.zip |
| macOS binaries: | r-release (arm64): neldermead_1.0-12.tgz, r-oldrel (arm64): neldermead_1.0-12.tgz, r-release (x86_64): neldermead_1.0-12.tgz, r-oldrel (x86_64): neldermead_1.0-12.tgz |
| Old sources: | neldermead archive |
| Reverse depends: | scaRabee |
| Reverse imports: | greatR |
| Reverse suggests: | MultiATSM |
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