From: Bob W. <bw...@ro...> - 2010-08-27 21:23:18
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The nmsmax.m function (Nelder-Mead maximization) in the Optim-1.0.12 package contains three coding errors. Attached is a diff -c file with fixes. These fixes reduce the number of function evaluations for my test functions by about 40% and also greatly reduces the number of times the procedure gets "stuck" at non-optimum points. The fixes conform the function to the algorithm published by Nelder and Mead, and also cause the routine's results to agree with other implementations of the algorithm. -- Bob Walton |