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A Convergent Variant of the Nelder–Mead Algorithm

✍ Scribed by C.J. Price; I.D. Coope; D. Byatt


Book ID
110331535
Publisher
Springer
Year
2002
Tongue
English
Weight
104 KB
Volume
113
Category
Article
ISSN
0022-3239

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Convergence Properties of the Nelder--Me
✍ Lagarias, Jeffrey C.; Reeds, James A.; Wright, Margaret H.; Wright, Paul E. 📂 Article 📅 1998 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 554 KB

The Nelder-Mead simplex algorithm, first published in 1965, is an enormously popular direct search method for multidimensional unconstrained minimization. Despite its widespread use, essentially no theoretical results have been proved explicitly for the Nelder-Mead algorithm. This paper presents con