[R] any more direct-search optimization method in R

[Weijie Cai]

Hello list,

I am dealing with a noisy function (gradient,hessian not available) with 
simple boundary constraints (x_i>0). I've tried constrOptim() using nelder 
mead to minimize it but it is way too slow and the returned results are not 
satisfying. simulated annealing is so hard to tune and it always crashes R 
program in my case. I wonder if there are any packages or functions can do 
direct search optimization?

A rough search in literature shows multidirectional search and DIRECT 
algorithm may help. Is there any other satisfying algorithm?

Thanks,
WC