Re: [R] Powell's Metod

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Mon 16 Jan 2006 - 09:57:01 EST

(Michael) Powell (of Harwell and Cambridge) invented several optimization methods. You will need to give us a precise reference.

Powell is associated with earlier versions of the Nelder-Mead, CG and BFGS methods implemented in optim() but in each case different variants have best stood the course of time.

On Sun, 15 Jan 2006, Tolga Uzuner wrote:

> Has anyone implemented Powell's Method for minimisation in R ?

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Mon Jan 16 10:05:00 2006

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