Ted, I have written an R function that implements C.T. Kelley's algorithm (described in his book). I have tested this on many problems, smooth and non-smooth, and in all my testing, I have found it to be clearly superior to optim's Nelder-Mead. You can easily change this code to look at the evolution of the simplex. I can send this to you, if you are interested.
Ben - can you please send me your translation from NR? I would like to compare it to my function. Thanks in advance. Best, Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Ben Bolker <bol...@ufl.edu> Date: Saturday, October 10, 2009 7:23 pm Subject: Re: [R] Nelder-Mead with output of simplex vertices To: r-help@r-project.org > I have a pure-R implementation of the N-M simplex translated from > the C code in Press et al 1994 (Numerical Recipes), instrumented to > save the progress. Since I'm not sure of the copyright status (NR's > code does not allow redistribution, but this is a translation ...) > I'll send > it in separate e-mail. > > > Ted.Harding-2 wrote: > > > > 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). > > > > I have had a good search through the R resources without finding > > anything of the kind. > > > > Of course I could write my own implementation of Nelder-Mead in R, > > and generate the required output in my own way, but I would prefer > > to learn that this is already been done! > > > > Any suggestions? > > With thanks, > > Ted. > > > > -------------------------------------------------------------------- > > E-Mail: (Ted Harding) <ted.hard...@manchester.ac.uk> > > Fax-to-email: +44 (0)870 094 0861 > > Date: 10-Oct-09 Time: 22:26:16 > > ------------------------------ XFMail ------------------------------ > > > > ______________________________________________ > > R-help@r-project.org mailing list > > > > PLEASE do read the posting guide > > > > and provide commented, minimal, self-contained, reproducible code. > > > > > > -- > View this message in context: > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
