Module argmin::solver::neldermead

source ·
Expand description

§Nelder-Mead method

The Nelder-Mead method a heuristic search method for nonlinear optimization problems which does not require derivatives.

See NelderMead for details.

§References

https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method

http://www.scholarpedia.org/article/Nelder-Mead_algorithm#Simplex_transformation_algorithm

Structs§