Carries out optimization using a simplex algorithm (finding a minimum)

Function to optimize target function using a simplex method adopted from Matlab

Usage

simplex(fun, trparsopt, optimpars, ...)

fun: Function to be optimized
trparsopt: Initial guess of the parameters to be optimized
optimpars: Parameters of the optimization: 1) relative tolerance in function arguments, 2) relative tolerance in function value, 3) absolute tolerance in function arguments as well as the function value, 4) maximum number of iterations and 5) verbose level (0 = no output, >= 1 shows the optimization trajectory), default is 1
...: Any other arguments of the function to be optimimized, or settings of the optimization routine

out: A list containing optimal function arguments (par, the optimal function value (fvalues) and whether the optimization converged (conv)

Rampal S. Etienne


cat("No examples")
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