Nelder-Mead simplex method

GPTKB entity

Statements (35)
Predicate Object
gptkbp:instanceOf mathematical optimization
gptkbp:alsoKnownAs gptkb:Nelder-Mead_method
gptkb:downhill_simplex_method
gptkbp:category mathematical optimization
numerical methods
gptkbp:citation gptkb:A_Simplex_Method_for_Function_Minimization
gptkbp:compatibleWith derivatives
gptkbp:field gptkb:mathematics
numerical analysis
optimization
https://www.w3.org/2000/01/rdf-schema#label Nelder-Mead simplex method
gptkbp:implementedIn gptkb:MATLAB
gptkb:SciPy
R
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:referenceAuthors gptkb:J._A._Nelder
gptkb:R._Mead
gptkbp:referenceYear 1965
gptkbp:step reflection
contraction
expansion
shrinkage
gptkbp:supportsAlgorithm gptkb:logic
direct search
heuristic
gptkbp:usedFor multivariate function minimization
unconstrained optimization
gptkbp:uses simplex
gptkbp:bfsParent gptkb:Nelder-Mead
gptkb:Nelder-Mead_method
gptkbp:bfsLayer 7