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

The Nelder--Mead algorithm, a longstanding direct search method for unconstrained optimization published in 1965, is designed to minimize a scalar-valued function $f$ of $n$ real variables using only function values, without any derivative information. Each Nelder--Mead iteration is associated with...

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Bibliographic Details
Main Authors: Lagarias, Jeffrey C. (Author), Poonen, Bjorn (Contributor), Wright, Margaret H. (Author)
Other Authors: Massachusetts Institute of Technology. Department of Mathematics (Contributor)
Format: Article
Language:English
Published: Society for Industrial and Applied Mathematics, 2012-11-26T19:10:17Z.
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