get.options.neldermead {ldt}

Options for Nelder-Mead Optimization

Description

Use this function to get the required options when Nelder-Mead optimization is needed such as s.gld.from.moments function.

Usage

get.options.neldermead(
  maxIterations = 100,
  tolerance = 1e-06,
  reflection = 1,
  expansion = 2,
  contraction = 0.5,
  shrink = 1
)

Arguments

maxIterations

(int) Maximum number of iterations.

tolerance

A small number to determine the convergence. The algorithm terminates when the difference between the best and worst points in the simplex is less than this value.

reflection

A number for reflection coefficient. It controls how far the worst point is reflected through the centroid of the remaining points.

expansion

A number that determines the expansion coefficient. It controls how far the reflected point is expanded along the line connecting it to the centroid.

contraction

A number that determines the contraction coefficient. It controls how far the worst point is contracted towards the centroid.

shrink

A number that determines the shrink coefficient. It controls how much the simplex is shrunk towards the best point when all other moves are rejected.

Value

A list with the given options.