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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Format: | Article |
Language: | English |
Published: |
Society for Industrial and Applied Mathematics,
2012-11-26T19:10:17Z.
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Online Access: | Get fulltext |