Re: [Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Tue, 19 Jul 2011 23:37:18 +0000

Take a look at the `nmk' function in"dfoptim" package.

Ravi.



From: r-devel-bounces_at_r-project.org [r-devel-bounces_at_r-project.org] on behalf of Kellner [ralf.kellner_at_wiso.uni-erlangen.de] Sent: Tuesday, July 19, 2011 1:33 PM
To: r-devel_at_r-project.org
Subject: 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 algorithm including this operation in R? Could maybe someone send me one? I would try to write the code on my own, but due to my doctor thesis i am a little under time pressure and would appreciate any help. Thank you in advance!

Greetings
Ralf

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Received on Wed 20 Jul 2011 - 00:08:33 GMT

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