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Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
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Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
Jeffrey C. Lagarias; James A. Reeds; Margaret H. Wright; Paul E. Wright · SIAM Journal on Optimization · 1998
Abstract. The Nelder–Mead simplex algorithm, first published in 1965, is an enormously popular direct search method for multidimensional unconstrained minimization. Despite its widespread use, essentially no theoretica...
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