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An implementation of Nelder-Mead method, a.k.a. Nelder-Mead simplex algorithm, a.k.a. amoeba method.

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Nelder Mead Simplex algorithm

An implementation of Nelder Mead method, a.k.a. Nelder Mead Simplex algorithm, a.k.a. amoeba method. This method/algorithm is used to minimize the given function. It is used for unconstrained problems, but this implementation offers specifying contraints as well.

Algorithm is described here: https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method

The algorithm is implemented as presented in following paper: Gao, F. and Han, L. “Implementing the Nelder-Mead simplex algorithm with adaptive parameters”, Computational Optimization and Applications, 51:1, 2012, pp. 259-277.

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An implementation of Nelder-Mead method, a.k.a. Nelder-Mead simplex algorithm, a.k.a. amoeba method.

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