A Simplex Method for Function Minimization
@article{Nelder1965ASM,
title={A Simplex Method for Function Minimization},
author={John A. Nelder and Roger Mead},
journal={Comput. J.},
year={1965},
volume={7},
pages={308-313}
}A method is described for the minimization of a function of n variables, which depends on the comparison of function values at the (n 41) vertices of a general simplex, followed by the replacement of the vertex with the highest value by another point. [] Key Method The method is shown to be effective and computationally compact. A procedure is given for the estimation of the Hessian matrix in the neighbourhood of the minimum, needed in statistical estimation problems.
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