Displaying 1 result from an estimated 1 matches for "tp1580101p3678732".
2010 Mar 05
2
Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead
Hi,
I have written an R translation of C.T. Kelley's Matlab version of the Nelder-Mead algorithm. This algorithm is discussed in detail in his book "Iterative methods for optimization" (SIAM 1999, Chapter 8). I have tested this relatively extensively on a number of smooth and non-smooth problems. It performs well, in general, and it almost always outperforms optim's