Convergence of the Nelder-Mead method
نویسندگان
چکیده
Abstract We develop a matrix form of the Nelder-Mead simplex method and show that its convergence is related to infinite products. then characterize spectra involved matrices necessary for study convergence. Using these results, we discuss several examples possible or failure modes. Then, prove general theorem sequences generated by method. The key assumption proved in low-dimensional spaces up 8 dimensions.
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ژورنال
عنوان ژورنال: Numerical Algorithms
سال: 2021
ISSN: ['1017-1398', '1572-9265']
DOI: https://doi.org/10.1007/s11075-021-01221-7