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Nelder-Mead Method for nonlinear optimization

License: MIT License

Python 15.21% C 84.79%
downhill-simplex-algorithm nelder-mead nelder-mead-simplex nonlinear-optimization optimization simplex

nelder-mead's Introduction

Nelder-Mead method for nonlinear optimization

Introduction

Searches for the minimum of a function. The Nelder-Mead method was tested with the Himmelblau function.

Presentation

References:
[1] Himmelblau, David. (1972). Applied Nonlinear Programming. McGraw-Hill
[2] Nelder, John; Mead, Roger. (1965, p. 308โ€“313). A simplex method for function minimization. Computer Journal, volume 7

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