Nelder–Mead method

Numerical optimization algorithm

The Nelder–Mead method (also downhill simplex method, amoeba method, or polytope method) is a numerical method used to find a local minimum or maximum of an objective function in a multidimensional space. It is a direct search method (based on function comparison) and is often applied to nonlinear optimization problems for which derivatives may not be known.

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Nelder–Mead method

Numerical optimization algorithm

The Nelder–Mead method (also downhill simplex method, amoeba method, or polytope method) is a numerical method used to find a local minimum or maximum of an objective function in a multidimensional space. It is a direct search method (based on function comparison) and is often applied to nonlinear optimization problems for which derivatives may not be known.

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From Wikipedia

The Nelder–Mead method (also downhill simplex method, amoeba method, or polytope method) is a numerical method used to find a local minimum or maximum of an objective function in a multidimensional space. It is a direct search method (based on function comparison) and is often applied to nonlinear optimization problems for which derivatives may not be known. However, the Nelder–Mead technique is a heuristic search method that can converge to non-stationary points on problems that can be solved by alternative methods. The Nelder–Mead technique was proposed by John Nelder and Roger Mead in 1965, as a development of the method of Spendley et al.

Text: Wikipédia, CC BY-SA 4.0. · Image: Jade Yu Cheng Thomas Mailund (CC BY 4.0) ·

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