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), the variable shape simplex method of Nelder and Mead (unconstrained optimization with a variable shape simplex made), and Box's complex method (constrained optimization with a variable shape simplex).


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install.packages("neldermead")

1.0-11 by Sebastien Bihorel, 3 months ago


Browse source code at https://github.com/cran/neldermead


Authors: Sebastien Bihorel, Michael Baudin (author of the original module)


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


CeCILL-2 license


Depends on optimbase, optimsimplex, methods


Imported by admixturegraph.

Depended on by classyfire, optDesignSlopeInt, scaRabee.


See at CRAN