neldermead.function

Simple way to compute the value of the cost function specified in a neldermead
 object.

 method 

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>.

Sebastien Bihorel

neldermead

R Port of the 'Scilab' Neldermead Module

Michael Baudin

neldermead.function function

<dl> <dt>this</dt>
<dd>A neldermead object.</dd> <dt>x</dt>
<dd>The point estimate where the cost function is to be evaluated.</dd></dl>

Arguments

Author of Scilab neldermead module: Michael Baudin (INRIA - Digiteo)
Author of R adaptation: Sebastien Bihorel (<a href="/link/sb.pmlab%40gmail.com?package=neldermead&version=1.0-13" data-mini-rdoc="neldermead::sb.pmlab@gmail.com">sb.pmlab@gmail.com</a>)

Author

Call Cost Function. — neldermead.function

<dl>

 <dt>this</dt>
<dd>A neldermead object.</dd>

 <dt>x</dt>
<dd>The point estimate where the cost function is to be evaluated.</dd>

</dl>

Author of Scilab neldermead module: Michael Baudin (INRIA - Digiteo)
Author of R adaptation: Sebastien Bihorel (<a href='mailto:sb.pmlab@gmail.com'>sb.pmlab@gmail.com</a>)

neldermead.function: Call Cost Function.

Description

Usage

Value

Arguments

Author