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Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point

✍ Scribed by McKinnon, K. I. M.

Book ID
118172265
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
288 KB
Volume
9
Category
Article
ISSN
1052-6234

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✍ Lagarias, Jeffrey C.; Reeds, James A.; Wright, Margaret H.; Wright, Paul E. πŸ“‚ Article πŸ“… 1998 πŸ› Society for Industrial and Applied Mathematics 🌐 English βš– 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