[R] minimization using Powell's method without derivative

[Jason Liao]

Good evening! I have a multi-dimensional minimization problem whose
gradient is pretty hard to code. I tried Nelder and Mead method
implemented in function optim and it does not work well. I also tried
the quasi Newton method in optim using difference as approximate
derivative. It does not work well either. I just went through Numerical
Recipes book. The book discusses another method without derivative
called Powell's method which should work better based on my
understanding. But optim does not have this routine in it. Does anyone
have an R callable implementation for this method? Thank you very much
in advance.

Jason
  

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Jason G. Liao, Ph.D.
Division of Biometrics
University of Medicine and Dentistry of New Jersey
335 George Street, Suite 2200
New Brunswick, NJ 08903-2688
phone 732-235-5429, fax (732) 235-5464
http://www.geocities.com/jg_liao