A Stochastic Convergence Result for the Nelder–Mead Simplex Method
We prove that the Nelder–Mead simplex method converges in the sense that the simplex vertices converge to a common limit point with a probability of one. The result may explain the practical usefulness of the Nelder–Mead method. © 2023 by the author.
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| Format: | Article |
| Language: | English |
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MDPI
2023
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| Online Access: | View Fulltext in Publisher View in Scopus |