[Rd] Optimisation methods

Kurt Hornik Kurt.Hornik@ci.tuwien.ac.at
Thu, 30 Nov 2000 21:31:58 +0100

>>>>> Prof Brian D Ripley writes:

> 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.

I am not sure how easy it would be to use different dicitionaries.  But
a fuzzy grep which also returns near matches should be good enough for
what we need.  Not that I have such a beast readily available, though.

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