Overview | Description | Basic object | The cost function | The output function | Termination | Notes about optimization methods | Kelley's stagnation detection | O'Neill's factorial optimality test | Method of Spendley et al. | Method of Nelder and Mead | Box's complex algorithm | User-defined algorithm | User-defined termination | Specialized functions | fminsearch | Direct grid search | Examples | Example 1: Basic use | Example 2: Customized use | Example 3: Optimization with bound constraints | Example 4: Optimization with nonlinear inequality constraints | Example 5: Passing data to the cost function | Example 6: Direct grid search | Dependencies of fminsearch | References
Package: neldermead 1.0-13
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:
neldermead_1.0-13.tar.gz
neldermead_1.0-13.tar.gz(r-4.7-any)neldermead_1.0-13.tar.gz(r-4.6-any)
neldermead_1.0-13.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
neldermead/json (API)
| # Install 'neldermead' in R: |
| install.packages('neldermead', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:646fea7596. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 113 | ||
| source / vignettes | OK | 194 | ||
| linux-release-x86_64 | OK | 129 | ||
| wasm-release | OK | 100 |
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
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| R port of the Scilab neldermead module | neldermead-package |
| Cost Function Call | costf.transposex |
| Grid evaluation of an unconstrained cost function | fmin.gridsearch |
| Computation of the constrained minimimum of given function with the Nelder-Mead algorithm. | fminbnd |
| fminbnd Cost Function Call | fminbnd.function |
| fminbnd Output Function Call | fminbnd.outputfun |
| Computation of the unconstrained minimum of given function with the Nelder-Mead algorithm. | fminsearch |
| fminsearch Cost Function Call | fminsearch.function |
| fminsearch Output Function Call | fminsearch.outputfun |
| Neldermead objects | is.neldermead neldermead print.neldermead summary.neldermead |
| Nelder-Mead Algorithm | boxlinesearch 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 element | neldermead.get |
| Restart neldermead search. | neldermead.restart |
| Starts the optimization | neldermead.search |
| Neldermead Object Configuration | neldermead.set |
| Queries an optimization option list | optimget |
| Configures and returns an optimization data structure. | optimset |
| Default set of optimization options | optimset.method |
| Secondary functions for neldermead.search | neldermead.autorestart neldermead.costf neldermead.isrkelley neldermead.isroneill neldermead.istorestart neldermead.log neldermead.outputcmd neldermead.scaletocenter neldermead.scaletox0 neldermead.startup neldermead.termstartup neldermead.updatesimp scaleinconstraints |