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 shape
simplex).
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