A convergence analysis of the Nelder-Mead simplex method
Aurél Galántai
Abstract
We give a sufficient condition for a certain type of convergence behavior of the Nelder-Mead simplex method and apply this result to several examples. We also give two related examples for the case of repeated shrinking which indicates a kind of local character of the method.
Topics & Concepts
Convergence (economics)SimplexComputer scienceSimplex algorithmMathematical optimizationMathematicsLinear programmingEconomicsGeometryEconomic growthMatrix Theory and AlgorithmsAdvanced Optimization Algorithms ResearchPiezoelectric Actuators and Control