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\name{simplex}
\alias{simplex}
\docType{methods}
\title{Nelder-Mead's Simplex Method for Function Minimization.}
\description{
Nelder-Mead's Simplex Method for Function Minimization.
}
\usage{
simplex( fn, start, ..., epsilon = 0.000001, alpha = 1,
gamma = 2, rho = 0.5, delta = 0.5, trace = FALSE )
}
\arguments{
\item{fn}{minimized function, has to accept the argmin vector as first parameter}
\item{start}{start vector}
\item{...}{other parameters passed to the minimized function}
\item{epsilon}{convergence criterion}
\item{alpha}{reflection coefficient}
\item{gamma}{expansion coefficient}
\item{rho}{contraction coefficient}
\item{delta}{shrink coefficient}
\item{trace}{should debug trace be printed?}
}
\value{Vector yielding the minimum value of the minimized function}
\references{
Nelder, J. A. & Mead, R.
A Simplex Method For Function Minimization.
The Computer Journal, 1965, 308-313.
Users of Wikipedia.
Nelder-Mead method.
\url{https://en.wikipedia.org/w/index.php?title=Nelder\%E2\%80\%93Mead_method&oldid=1287347131}
}
\author{Andrius Merkys}
|
