dfoptim

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Derivative-Free Optimization

Ravi Varadhan, Hans W. Borchers Johns Hopkins University, and Vincent Bechard Abb Corporate Research

Last update: 23 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2020.10-1, 2011.2-1, 2011.5-1, 2011.7-1, 2011.7-2, 2011.8-1, 2016.7-1, 2017.12-1, 2018.2-1, 2023.1.0

Source code repository: https://github.com/cran/dfoptim

Description

Derivative-Free optimization algorithms. These algorithms do not require gradient information. More importantly, they can be used to solve non-smooth optimization problems.

Cited In (26)

• atRisk
• Optimal design for adaptive smoothing splines
• A jackknife empirical likelihood approach for testing the homogeneity of \(K\) variances
• Empirical likelihood test for diagonal symmetry
• A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations
• Proper initialization is crucial for the Nelder-Mead simplex search
• calibrar
• DynTxRegime
• sklarsomega
• mvord
• Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement
• reReg
• cops
• stops
• foreSIGHT
• Practical initialization of the Nelder-Mead method for computationally expensive optimization problems
• hyperbrick
• garma
• CSTE
• npcs
• ConsReg
• stepPenal
• Noisy kriging-based optimization methods: a unified implementation within the DiceOptim package
• diffusion
• matrisk
• GeoModels

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