[R] Nelder-Mead with output of simplex vertices

(Ted Harding) Ted.Harding at manchester.ac.uk
Sat Oct 10 23:26:19 CEST 2009


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.

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Date: 10-Oct-09                                       Time: 22:26:16
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