Convergence theorems for the Nelder-Mead method

DOI10.32973/JCAM.2020.008MaRDI QIDQ5855835zbMATH OpenOpenAlexFDO

Authors Aurél Galántai

Publication date 20 March 2021

Published in Journal of Computational and Applied Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.32973/jcam.2020.008

zbMATH Keywords

convergencederivative-free algorithmsNelder-Mead simplex method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• Convergence of the Nelder-Mead method
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Convergence of the restricted Nelder-Mead algorithm in two dimensions
• Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
• CNM -- a convergent method of Nelder and Mead type.

Cited in

(3)

• Convergence of the Nelder-Mead method
• Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
• On the optimal parameter values of the Nelder-Mead simplex algorithm

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