[Gretl-devel] Feature request: Nelder-Mead optimization algorithm
Hi,
It would be nice if the Nelder-Mead optimization algorithm could be
included in gretl, in addition to the already available BFGS algorithm.
R has C code for Nelder-Mead that probably could be included in gretl
without to much work (e.g. an old version here
http://www.google.com/codesearch/p?hl=en#p2xSPglSHSE/R-2.0.1
/src/main/optim.c&q=Nelder-Mead%20lang:c ).
Best regards
Andreas