[R] Powell's Metod

Prof Brian Ripley ripley at stats.ox.ac.uk
Sun Jan 15 23:57:01 CET 2006


(Michael) Powell (of Harwell and Cambridge) invented several optimization 
methods.  You will need to give us a precise reference.

Powell is associated with earlier versions of the Nelder-Mead, CG and BFGS 
methods implemented in optim() but in each case different variants have 
best stood the course of time.

On Sun, 15 Jan 2006, Tolga Uzuner wrote:

> Has anyone implemented Powell's Method for minimisation in R ?

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595




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