Define lower-upper bound for parameters in Optim using Nelder-Mead method

Ben Bolker <bbolker <at> gmail.com> writes:

 <Ted.Harding <at> wlandres.net> writes:

  In addition to these options, there is also a derivative-free
box-constrained optimizer (bobyqa) in the 'minqa' package (and in
an optim-like wrapper via the optimx package), and
a box-constrained Nelder-Mead optimizer in the development
(r-forge) version of lme4, which is based on the NLopt optimization
library (also accessible via the nloptr package).

I could add another Nelder-Mead implementation in package 'dfoptim'. It comes
in pure R and is still quite efficient, based on Kelley's well-known book code.
It exists in unconstrained and box-constraint versions.

The "optimization world" in R is by now really scattered across many different
package with sometimes 'strange' names. Some of the packages have not yet made
it from R-Forge to CRAN. Unfortunately, the Optimization task view is not of
much help anymore in this shattered world.

We will get a lot more of these questions on R-help if we do not come up with a
solution to this problem, for instance more up-to-date optimization functions
in R base, a recommened package for optimization, or e.g. an optimization guide
as a kind of global vignette.

Hans Werner