/nelder-mead

Nelder-Mead Method for nonlinear optimization

Primary LanguageCMIT LicenseMIT

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. 308–313). A simplex method for function minimization. Computer Journal, volume 7