From rvaradhan at jhmi.edu  Wed Jul 20 01:37:18 2011
From: rvaradhan at jhmi.edu (Ravi Varadhan)
Date: Tue, 19 Jul 2011 23:37:18 +0000
Subject: [Rd] Improved Nelder-Mead algorithm - a potential replacement
 for optim's Nelder-Mead
In-Reply-To: <1311096814106-3678732.post@n4.nabble.com>
References: <f4e199bfbcbf.4b912290@johnshopkins.edu>,
	<1311096814106-3678732.post@n4.nabble.com>
Message-ID: <2F9EA67EF9AE1C48A147CB41BE2E15C30431E8@DOM-EB-MAIL1.win.ad.jhu.edu>

Take a look at the `nmk' function in"dfoptim" package.

Ravi.
________________________________________
From: r-devel-bounces at r-project.org [r-devel-bounces at r-project.org] on behalf of Kellner [ralf.kellner at wiso.uni-erlangen.de]
Sent: Tuesday, July 19, 2011 1:33 PM
To: r-devel at r-project.org
Subject: Re: [Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead

Hi,

i have a question concerning the Nelder-Mead algorithm in R. As far as i can
see, the shrink operation is not included in the optim() function. Does
anyone know an implementation of the Nelder-Mead algorithm including this
operation in R? Could maybe someone send me one? I would try to write the
code on my own, but due to my doctor thesis i am a little under time
pressure and would appreciate any help. Thank you in advance!

Greetings
Ralf

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[Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead
Ravi Varadhan