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Re: [S] Non-Box Constraints with NLINMB

To: Max_Kuhn@ms.bd.com, S-news <s-news@wubios.wustl.edu>
Subject: Re: [S] Non-Box Constraints with NLINMB
From: Paul Gilbert <pgilbert@bank-banque-canada.ca>
Date: Thu, 28 Jan 1999 12:11:38 -0500
References: <85256707.00596FB8.00@7crmta_md.ms.bd.com>
Sender: owner-s-news@wubios.wustl.edu
>I couldn't help replying to this message with this suggestion since I think
>it's a crime that the Nelder-Mead routine is not in S-plus.

There is a version of the Nelder-Mead algorithm (essentially S from C from Press
et al "Numerical Recipes in C") included with my time series library "DSE"
available at <http://www.bank-banque-canada.ca/pgilbert>. The code is
independent from the time series parts of the library but has not been package
separately. It does suffer from S "for loop" problems, but I've incorporated a
way to work around that by saving after a number of iterations. I have not used
the code much in a few years, but it was once working fairly well.

Paul Gilbert

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