An implementation of almost the original Nelder-Mead simplex algorithm.
neldermead(
x0,
fn,
lower = NULL,
upper = NULL,
nl.info = FALSE,
control = list(),
...
)List with components:
the optimal solution found so far.
the function value corresponding to par.
number of (outer) iterations, see maxeval.
integer code indicating successful completion (> 0) or a possible error number (< 0).
character string produced by NLopt and giving additional information.
starting point for searching the optimum.
objective function that is to be minimized.
lower and upper bound constraints.
logical; shall the original NLopt info been shown.
list of options, see nl.opts for help.
additional arguments passed to the function.
Hans W. Borchers
Provides explicit support for bound constraints, using essentially the method proposed in Box. Whenever a new point would lie outside the bound constraints the point is moved back exactly onto the constraint.
J. A. Nelder and R. Mead, ``A simplex method for function minimization,'' The Computer Journal 7, p. 308-313 (1965).
M. J. Box, ``A new method of constrained optimization and a comparison with other methods,'' Computer J. 8 (1), 42-52 (1965).
dfoptim::nmk