From ripley@stats.ox.ac.uk  Thu Nov 30 18:48:28 2000
From: ripley@stats.ox.ac.uk (Prof Brian D Ripley)
Date: Thu, 30 Nov 2000 18:48:28 +0000 (GMT)
Subject: [Rd] Optimisation methods
In-Reply-To: <Pine.LNX.4.10.10012010340220.23999-100000@solzhenitsyn.ens.gu.edu.au>
Message-ID: <Pine.GSO.4.05.10011301843210.26270-100000@auk.stats>

On Fri, 1 Dec 2000 Robert.King@mailbox.gu.edu.au wrote:

> I don't want to re-invent the wheel, and I'm trying to code up something
> that does a Nelder-Mead simplex method to minimise a non-linear objective
> function.  (I'm porting something I originally wrote in matlab, using the 
> optimisation toolbox funciton fmins).
> 
> Is there already something available to do this included in R?
> Do people have suggestions on the best way to do this?

optim(method="Nelder-Mead")

Now how did this not come up in a search: perhaps because of the way you
spell optimization?  I have

> help.search("optimisation")
No help files found with name or title matching `optimisation'
> help.search("optimization")
Help files with name or title matching `optimization':

partition(multiv)          Partitioning by Iterative Optimization 
lmeScale(nlme)             Scale for lme Optimization
portfolio.optim(tseries)   Portfolio Optimization
optim(base)                General-purpose Optimization
optimize(base)             One Dimensional Optimization

which shows we probably need to find a way to check variant spellings.

(BTW: just in case anyone tells me the British spell with an `ise', the
Oxford English Dictionary does not.)

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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[Rd] Optimisation methods
Prof Brian D Ripley