neldermead

The neldermead package 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).

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Install

install.packages('neldermead')

Monthly Downloads

375

Version

1.0-12

License

CeCILL-2

Last Published

February 1st, 2022

Functions in neldermead (1.0-12)