Hi,
i have a question concerning the Nelder-Mead algorithm in R. As far as i can
see, the shrink operation is not included in the optim() function. Does
anyone know an implementation of the Nelder-Mead algorithm including this
operation in R? Could maybe someone send me one? I would try to write
: Re: [Rd] Improved Nelder-Mead algorithm - a potential replacement for
optim's Nelder-Mead
Hi,
i have a question concerning the Nelder-Mead algorithm in R. As far as i can
see, the shrink operation is not included in the optim() function. Does
anyone know an implementation of the Nelder-Mead
On Fri, Mar 5, 2010 at 8:26 PM, Ravi Varadhan rvarad...@jhmi.edu wrote:
Hi,
I have written an R translation of C.T. Kelley's Matlab version of the
Nelder-Mead algorithm. This algorithm is discussed in detail in his book
Iterative methods for optimization (SIAM 1999, Chapter 8). I have
...@jhmi.edu
- Original Message -
From: Barry Rowlingson b.rowling...@lancaster.ac.uk
Date: Saturday, March 6, 2010 8:04 am
Subject: Re: [Rd] Improved Nelder-Mead algorithm - a potential replacement for
optim's Nelder-Mead
To: Ravi Varadhan rvarad...@jhmi.edu
Cc: r-devel@r-project.org
Hi,
I have written an R translation of C.T. Kelley's Matlab version of the
Nelder-Mead algorithm. This algorithm is discussed in detail in his book
Iterative methods for optimization (SIAM 1999, Chapter 8). I have tested
this relatively extensively on a number of smooth and non-smooth
