Convergence of the Restricted Nelder--Mead Algorithm in Two Dimensions

DOI10.1137/110830150zbMath1246.49029arXiv1104.0350OpenAlexW2950882985MaRDI QIDQ2910882

Jeffrey C. Lagarias, Margaret H. Wright, Bjorn Poonen

Publication date: 12 September 2012

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.0350

zbMATH Keywords

unconstrained optimizationdirect search methodNelder--Mead algorithmstrictly convex objective functions

Mathematics Subject Classification ID

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

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