A Simplex Method for Function Minimization

@article{Nelder1965ASM,
  title={A Simplex Method for Function Minimization},
  author={J. Nelder and R. 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.Expand
23,987 Citations
An improved simplex method for function minimization
  • Yuguang Huang, W. McColl
  • Computer Science
  • 1996 IEEE International Conference on Systems, Man and Cybernetics. Information Intelligence and Systems (Cat. No.96CH35929)
  • 1996
  • 17
A New Method of Constrained Optimization and a Comparison With Other Methods
  • 1,209
The Nelder-Mead Simplex Procedure for Function Minimization
  • 337
  • Highly Influenced
Global Optimization for Imprecise Problems
  • 9
  • Highly Influenced
  • PDF
Refined simplex fitting method
  • 1
Lattice Approximations to the Minima of Functions of Several Variables
  • G. Berman
  • Mathematics, Computer Science
  • JACM
  • 1969
  • 11
Numerical optimization and surface estimation with imprecise function evaluations
  • 8
THE SIMPLEX TECHNIQUE AS A GENERAL OPTIMIZATION METHOD
  • 1
...
1
2
3
4
5
...

References