[R] Nelder-Mead with output of simplex vertices

(Ted Harding) Ted.Harding at manchester.ac.uk
Mon Oct 12 15:33:17 CEST 2009


On 12-Oct-09 13:24:01, Terry Therneau wrote:
> ---------- begin included --------
> Greetings!
> I want to follow the evolution of a Nelder-Mead function
> minimisation (a function of 2 variables). Hence each simplex
> will have 3 vertices.
> 
> Therefore I would like to have a function which can output
> the coordinates of the 3 vertices after each new simplex
> is generated. However, there seems to be no way (which I can
> detect) of extracting this information from optim() (the 'trace'
> argument to 'control' does not seem to have provision for this,
> according to '?optim', and I have tried it out without success).
> 
> --- end include -----
> 
>  Why not put a cat() statement into "fn", the function that you supply
> which optim is calling?  That will give the vertices that it tries one
> by one.
> 
> Terry T.

That's neat and simple! It hadn't occurred to me. Thanks!
Ted.

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Date: 12-Oct-09                                       Time: 14:32:08
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