[R] Nelder-Mead with output of simplex vertices

bartjoosen bartjoosen at hotmail.com
Tue Oct 13 10:58:55 CEST 2009


Is it possible to share the code on this list?
I'm also interested (and maybe others to)
Or are you planning to make a package?

Best regards


Ted.Harding-2 wrote:
> On 12-Oct-09 13:33:17, Ted Harding wrote:
>> 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.
> And, 10 seconds after posting, I realised why it hadn't -- there
> would be no visible association between the vertex and the simplex
> (in this instance the triangle) that it belongs to.
> In other words, which two other points in the preceding sequence,
> along with the current one, make up the triangle being tested?
> Given the complexity of the Nelder-Mead process, it would be very
> tricky indeed to try to track this through the sequence of vertices
> which cat() would output.
> As it happens, Ben Bolker kindly sent me code which he wrote (see
> his earlier mail) which does do this nicely, since it has an output
> option within the Nelder-Mead routine itself -- at which point,
> the routine itself knows what the simplex is.
> Ted.
> --------------------------------------------------------------------
> E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk>
> Fax-to-email: +44 (0)870 094 0861
> Date: 12-Oct-09                                       Time: 14:45:00
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