Convergence of the Nelder-Mead method

DOI10.1007/S11075-021-01221-7zbMATH Open1495.65089OpenAlexW3212793018MaRDI QIDQ2672718FDOQ2672718

Authors: Aurél Galántai 

Publication date: 13 June 2022

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-021-01221-7

Recommendations

• Convergence theorems for the Nelder-Mead method
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• scientific article; zbMATH DE number 14314
• Convergence of the restricted Nelder-Mead algorithm in two dimensions

zbMATH Keywords

convergence analysisNelder-Mead simplex methodderivative-free minimization

Mathematics Subject Classification ID

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

Cites Work

• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
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Cited In (6)

• Convergence of the restricted Nelder-Mead algorithm in two dimensions
• A hyperbolic variant of the Nelder-Mead simplex method in low dimensions
• Convergence theorems for the Nelder-Mead method
• Effect of dimensionality on the Nelder–Mead simplex method
• Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
• A convergent variant of the Nelder--Mead algorithm

Uses Software

• KELLEY
• fminsearch

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