Package: neldermead 1.0-12

Sebastien Bihorel

neldermead: R Port of the 'Scilab' Neldermead Module

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>.

Authors:Sebastien Bihorel [aut, cre], Michael Baudin [cph]

neldermead_1.0-12.tar.gz
neldermead_1.0-12.tar.gz(r-4.5-noble)neldermead_1.0-12.tar.gz(r-4.4-noble)
neldermead_1.0-12.tgz(r-4.4-emscripten)neldermead_1.0-12.tgz(r-4.3-emscripten)
neldermead.pdf |neldermead.html✨
neldermead/json (API)

# Install 'neldermead' in R:
install.packages('neldermead', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

42 exports 0.61 score 4 dependencies 2 dependents 40 scripts 478 downloads

Last updated 3 years agofrom:0a3f8245f4. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 12 2024
R-4.5-linuxOKSep 12 2024

Exports:boxlinesearchcostf.transposexfmin.gridsearchfminbndfminbnd.functionfminbnd.outputfunfminsearchfminsearch.functionfminsearch.outputfunis.neldermeadneldermeadneldermead.algoneldermead.autorestartneldermead.boxneldermead.costfneldermead.destroyneldermead.fixedneldermead.functionneldermead.getneldermead.interpolateneldermead.isrkelleyneldermead.isroneillneldermead.istorestartneldermead.logneldermead.outputcmdneldermead.restartneldermead.scaletocenterneldermead.scaletox0neldermead.searchneldermead.setneldermead.startupneldermead.storehistoryneldermead.terminationneldermead.termstartupneldermead.updatesimpneldermead.variableoptimgetoptimsetoptimset.methodprint.neldermeadscaleinconstraintssummary.neldermead

Dependencies:latticeMatrixoptimbaseoptimsimplex

Introduction to the neldermead package

Sebastien Bihorel

Rendered frommanual.Rmdusingknitr::rmarkdownon Sep 12 2024.

Last update: 2022-02-01
Started: 2022-02-01

Readme and manuals

Help Manual

Help pageTopics
R port of the Scilab neldermead moduleneldermead-package
Cost Function Callcostf.transposex
Grid evaluation of an unconstrained cost functionfmin.gridsearch
Computation of the constrained minimimum of given function with the Nelder-Mead algorithm.fminbnd
fminbnd Cost Function Callfminbnd.function
fminbnd Output Function Callfminbnd.outputfun
Computation of the unconstrained minimum of given function with the Nelder-Mead algorithm.fminsearch
fminsearch Cost Function Callfminsearch.function
fminsearch Output Function Callfminsearch.outputfun
S3 neldermead objectis.neldermead neldermead print.neldermead summary.neldermead
Nelder-Mead Algorithmboxlinesearch neldermead.algo neldermead.box neldermead.fixed neldermead.interpolate neldermead.storehistory neldermead.termination neldermead.variable
Erase a neldermead object.neldermead.destroy
Call Cost Function.neldermead.function
Get the value for the given elementneldermead.get
Restart neldermead search.neldermead.restart
Starts the optimizationneldermead.search
Neldermead Object Configurationneldermead.set
Queries an optimization option listoptimget
Configures and returns an optimization data structure.optimset
Default set of optimization optionsoptimset.method
Secondary functions for neldermead.searchneldermead.autorestart neldermead.costf neldermead.isrkelley neldermead.isroneill neldermead.istorestart neldermead.log neldermead.outputcmd neldermead.scaletocenter neldermead.scaletox0 neldermead.startup neldermead.termstartup neldermead.updatesimp scaleinconstraints