neldermead: R port of the Scilab neldermead module
Provides several direct search optimization algorithms based on the
simplex method. The provided algorithms are direct search algorithms, i.e.
algorithms which do not use the derivative of the cost function. They are
based on the update of a simplex. The following algorithms are available: the
fixed shape simplex method of Spendley, Hext and Himsworth (unconstrained
optimization with a fixed shape simplex), the variable shape simplex method of
Nelder and Mead (unconstrained optimization with a variable shape simplex
made), and Box's complex method (constrained optimization with a variable
||optimbase (≥ 1.0-9), optimsimplex (≥ 1.0-5), methods
||Sebastien Bihorel, Michael Baudin (author of the original
||Sebastien Bihorel <sb.pmlab at gmail.com>
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