R help - Oct 2009 - Nelder-Mead with output of simplex vertices

Greetings!
I want to follow the evolution of a Nelder-Mead function
minimisation (a function of 2 variables). Hence each simplex
will have 3 vertices.

Therefore I would like to have a function which can output
the coordinates of the 3 vertices after each new simplex
is generated. However, there seems to be no way (which I can
detect) of extracting this information from optim() (the 'trace'
argument to 'control' does not seem to have provision for this,
according to '?optim', and I have tried it out without success).

I have had a good search through the R resources without finding
anything of the kind.

Of course I could write my own implementation of Nelder-Mead in R,
and generate the required output in my own way, but I would prefer
to learn that this is already been done!

Any suggestions?
With thanks,
Ted.

--------------------------------------------------------------------
E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk>
Fax-to-email: +44 (0)870 094 0861
Date: 10-Oct-09                                       Time: 22:26:16
------------------------------ XFMail ------------------------------

I have a pure-R implementation of the N-M simplex translated from
the C code in Press et al 1994 (Numerical Recipes), instrumented to
save the progress.  Since I'm not sure of the copyright status (NR's
code does not allow redistribution, but this is a translation ...) I'll send
it in separate e-mail.


Ted.Harding-2 wrote:
> 
> Greetings!
> I want to follow the evolution of a Nelder-Mead function
> minimisation (a function of 2 variables). Hence each simplex
> will have 3 vertices.
> 
> Therefore I would like to have a function which can output
> the coordinates of the 3 vertices after each new simplex
> is generated. However, there seems to be no way (which I can
> detect) of extracting this information from optim() (the 'trace'
> argument to 'control' does not seem to have provision for this,
> according to '?optim', and I have tried it out without success).
> 
> I have had a good search through the R resources without finding
> anything of the kind.
> 
> Of course I could write my own implementation of Nelder-Mead in R,
> and generate the required output in my own way, but I would prefer
> to learn that this is already been done!
> 
> Any suggestions?
> With thanks,
> Ted.
> 
> --------------------------------------------------------------------
> E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk>
> Fax-to-email: +44 (0)870 094 0861
> Date: 10-Oct-09                                       Time: 22:26:16
> ------------------------------ XFMail ------------------------------
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 
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---------- begin included --------
Greetings!
I want to follow the evolution of a Nelder-Mead function
minimisation (a function of 2 variables). Hence each simplex
will have 3 vertices.

Therefore I would like to have a function which can output
the coordinates of the 3 vertices after each new simplex
is generated. However, there seems to be no way (which I can
detect) of extracting this information from optim() (the 'trace'
argument to 'control' does not seem to have provision for this,
according to '?optim', and I have tried it out without success).

--- end include -----

 Why not put a cat() statement into "fn", the function that you supply
which optim is calling?  That will give the vertices that it tries one
by one.

Terry T.