[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.
-k
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