The Nelder–Mead Simplex Algorithm Is Sixty Years Old: New Convergence Results and Open Questions

We investigate and compare two versions of the Nelder–Mead simplex algorithm for function minimization. Two types of convergence are studied: the convergence of function values at the simplex vertices and convergence of the simplex sequence. For the first type of convergence, we generalize the main...

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Bibliographic Details
Main Author: Aurél Galántai
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/17/11/523
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