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2010 Mar 05
2
Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead
...ers of Kelley's text) and from C.T. Kelley himself to make this publicly available in R. I have been planning on releasing this function either as a separate package or as one of the algorithms in a package containing derivative-free methods. However, it was recently suggested to me by Soren Hosgaard that a better option would be to incorporate this as part of `optim' itself, either replacing existing Nelder-Mead or as another `method' in optim, so that it will be more widely used. Would anyone from the R-core be interested in incorporting this into optim? It should be mentioned that...