Package: neldermead
Type: Package
Title: R port of the Scilab neldermead module
Version: 1.0-9
Date: 2014-03-02
Author: Sebastien Bihorel, Michael Baudin (author of the original
module)
Maintainer: Sebastien Bihorel <sb.pmlab@gmail.com>
Depends: optimbase (>= 1.0-9), optimsimplex (>= 1.0-5), methods
Description: 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).
License: CeCILL-2
LazyLoad: yes
Packaged: 2014-03-02 22:50:43 UTC; sebastien
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-03-03 00:10:02

Package: neldermead
Type: Package
Title: R port of the Scilab neldermead module
Version: 1.0
Date: 2010-05-01
Author: Sebastien Bihorel
Maintainer: Sebastien Bihorel <sb.pmlab@gmail.com>
Depends: optimbase, optimsimplex
Description: 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, which is a set of k>=n+1 vertices, where each
vertex is associated with one point and one function value. The
following algorithms are available: Spendley, Hext and
Himsworth fixed size simplex method - unconstrained
optimization with a fixed sized simplex made of k=n+1
vertices). Nelder and Mead variable size simplex method -
unconstrained optimization with a variable sized simplex made
of k=n+1 vertices). Box complex method - constrained
optimization with a variable sized simplex made of an arbitrary
k number of vertices (k=2n is recommended by Box).
License: CeCILL-2
LazyLoad: yes
Packaged: 2010-05-05 04:43:59 UTC; sebastien
Repository: CRAN
Date/Publication: 2010-05-05 08:08:54