Jason Liao
2004-Jan-09 03:27 UTC
[R] minimization using Powell's method without derivative
Good evening! I have a multi-dimensional minimization problem whose gradient is pretty hard to code. I tried Nelder and Mead method implemented in function optim and it does not work well. I also tried the quasi Newton method in optim using difference as approximate derivative. It does not work well either. I just went through Numerical Recipes book. The book discusses another method without derivative called Powell's method which should work better based on my understanding. But optim does not have this routine in it. Does anyone have an R callable implementation for this method? Thank you very much in advance. Jason ====Jason G. Liao, Ph.D. Division of Biometrics University of Medicine and Dentistry of New Jersey 335 George Street, Suite 2200 New Brunswick, NJ 08903-2688 phone 732-235-5429, fax (732) 235-5464 http://www.geocities.com/jg_liao