[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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