neldermead (Q35317)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
R Port of the 'Scilab' Neldermead Module
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | neldermead |
R Port of the 'Scilab' Neldermead Module |
Statements
26 January 2026
0 references
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>.
0 references
