RE: Nelder Mead optimization - howto?

[Allen.Windhorn]

Martin,

> -----Original Message-----
> From: address@hidden
> 
> I need to find parameters of function foo() that lead to minimal value of
> function bar().
> 
> Toy example: 
> ...
> How to find "a" and "b" given "x" and "response", such that
> nLL(a,b,x,response) is minimal possible with particular x and response?
> 
> For the real problem, I expect to use Nelder-Mead simplex
> (nelder_mead_min from the optim package?). I expect derivatives not
> to behave well in the real problem.

Just reading about this kind of problem on:

<http://terpconnect.umd.edu/~toh/spectrum/CurveFittingC.html>

It may be helpful to you also.

Regards,
Allen
-- 
Allen Windhorn, P.E. (MN), CEng     | Sr. Principal Engineer
Leroy Somer North America           | KATO Engineering 
2075 Howard Drive West, P.O. Box 8447, N. Mankato, MN  56002
T 507 345 2782 address@hidden or address@hidden