A convergence analysis of the Nelder-Mead simplex method

Aurél Galántai · Acta Polytechnica Hungarica · 2021

We give a sufficient condition for a certain type of convergence behavior of the Nelder-Mead simplex method and apply this result to several examples.We also give two related examples for the case of repeated shrinking which indicates a kind of local character of the method.

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