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>.

Version: 1.0-12
Depends: optimbase (≥ 1.0-9), optimsimplex (≥ 1.0-7), methods
Suggests: knitr (≥ 1.28), rmarkdown (≥ 2.2)
Published: 2022-02-01
DOI: 10.32614/CRAN.package.neldermead
Author: Sebastien Bihorel [aut, cre], Michael Baudin [cph]
Maintainer: Sebastien Bihorel <sb.pmlab at gmail.com>
License: CeCILL-2
NeedsCompilation: no
Materials: README ChangeLog
In views: Optimization
CRAN checks: neldermead results

Documentation:

Reference manual: neldermead.pdf
Vignettes: manual

Downloads:

Package source: neldermead_1.0-12.tar.gz
Windows binaries: r-devel: neldermead_1.0-12.zip, r-release: neldermead_1.0-12.zip, r-oldrel: neldermead_1.0-12.zip
macOS binaries: r-release (arm64): neldermead_1.0-12.tgz, r-oldrel (arm64): neldermead_1.0-12.tgz, r-release (x86_64): neldermead_1.0-12.tgz, r-oldrel (x86_64): neldermead_1.0-12.tgz
Old sources: neldermead archive

Reverse dependencies:

Reverse depends: scaRabee
Reverse imports: greatR
Reverse suggests: MultiATSM

Linking:

Please use the canonical form https://CRAN.R-project.org/package=neldermead to link to this page.