Nelder-Mead simplex algorithm

GPTKB entity

Statements (33)
Predicate Object
gptkbp:instanceOf mathematical optimization
gptkbp:category mathematical optimization
gptkbp:commonIn gptkb:MATLAB_fminsearch
gptkb:SciPy_optimize.minimize
gptkbp:compatibleWith derivatives
gptkbp:field gptkb:mathematics
numerical analysis
optimization
https://www.w3.org/2000/01/rdf-schema#label Nelder-Mead simplex algorithm
gptkbp:input objective function
initial simplex
gptkbp:introducedIn 1965
gptkbp:limitation may converge to non-stationary points
may fail for non-smooth functions
gptkbp:namedAfter gptkb:John_Nelder
gptkb:Roger_Mead
gptkbp:output local minimum
gptkbp:publishedIn gptkb:Computer_Journal
gptkb:A_Simplex_Method_for_Function_Minimization
gptkbp:relatedTo gptkb:Powell's_method
gptkb:Amoeba_method
gptkb:Downhill_simplex_method
gptkbp:step reflection
contraction
expansion
shrinkage
gptkbp:supportsAlgorithm direct search
heuristic
gptkbp:usedFor multivariate function minimization
unconstrained optimization
gptkbp:uses simplex
gptkbp:bfsParent gptkb:MATLAB_fminsearch
gptkbp:bfsLayer 6