R Port of the 'Scilab' Optimsimplex Module

Provides a building block for optimization algorithms based on a simplex. The 'optimsimplex' package may be used in the following optimization methods: the simplex method of Spendley et al. (1962) , the method of Nelder and Mead (1965) , Box's algorithm for constrained optimization (1965) , the multi-dimensional search by Torczon (1989) < http://www.cs.wm.edu/~va/research/thesis.pdf>, etc...


The optimsimplex package provides a building block for optimization algorithms based on a simplex. The optimsimplex package may be used in the following optimization methods: the simplex method of Spendley et al., the method of Nelder and Mead, Box's algorithm for constrained optimization, the multi-dimensional search by Torczon, etc...

News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("optimsimplex")

1.0-7 by Sebastien Bihorel, 2 years ago


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


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, methods


Depended on by neldermead.


See at CRAN