optimset.method

This function returns a default set of optimization options for defined
 'methods'; <code>optimset.method</code> is called by <code>optimset</code> when a
 <code>method</code> was provided as input. Currently, the only valid <code>method</code>
 is 'fminsearch'.

 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

optimset.method function

<dl> <dt>method</dt>
<dd>A character string.</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

Default set of optimization options — optimset.method

<dl>

 <dt>method</dt>
<dd>A character string.</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>)

optimset.method: Default set of optimization options

Description

Usage

Value

Arguments

Author

See Also

Examples