simplex: Carries out optimization using a simplex algorithm (finding a minimum)
Description
Function to optimize target function using a
simplex method adopted from Matlab
Usage
simplex(fun, trparsopt, optimpars, ...)
Value
- out
A list containing optimal function arguments
(par, the optimal function value (fvalues) and whether the
optimization converged (conv)
.
Arguments
- fun
Function to be optimized
- trparsopt
Initial guess of the parameters to be optimized
- optimpars
Parameters of the optimization: 1) relative tolerance in
function arguments, 2) relative tolerance in function value, 3) absolute
tolerance in function arguments as well as the function value, 4)
maximum number of iterations and 5) TRUE/FALSE flag to allow verbose output,
default is TRUE
- ...
Any other arguments of the function to be optimimized, or settings
of the optimization routine