On Fri, Mar 5, 2010 at 8:26 PM, Ravi Varadhan <rvarad...@jhmi.edu> wrote: > Hi, > > I have written an R translation of C.T. Kelley's Matlab version of the > Nelder-Mead algorithm. This algorithm is discussed in detail in his book > "Iterative methods for optimization" (SIAM 1999, Chapter 8). I have tested > this relatively extensively on a number of smooth and non-smooth problems. > It performs well, in general, and it almost always outperforms optim's > implementation of Nelder-Mead. I have obtained written permissions from both > SIAM (publishers of Kelley's text) and from C.T. Kelley himself to make this > publicly available in R.
By 'in R' do you mean 'written in R' or 'in the R package as you get from CRAN'? I think the terms and conditions of that permission would need to be studied if the code can be redistributed and modified, who holds the copyright, can it be stuck in with R under an open license and so on... > Therefore, speed gains could be achieved if translated into C (I am not > proficient in C). Not necessarily - if most of the time is spent in the objective function then even an instantaneous implementation isn't going to speed things up enough to be worthwhile. More R users know R than C so the R implementation is always going to be more useful for R users to study, tweak, and possibly improve! Sounds good though! Barry -- blog: http://geospaced.blogspot.com/ web: http://www.maths.lancs.ac.uk/~rowlings web: http://www.rowlingson.com/ twitter: http://twitter.com/geospacedman pics: http://www.flickr.com/photos/spacedman ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
