A method is described for the minimization of a function of n variables, which depends on the comparison of function values at the vertices of a general simplex, followed by the replacement of the vertex with the highest value by another point

2012

A method is described for the minimization of a function of n variables, which depends on the comparison of function values at the vertices of a general simplex, followed by the replacement of the vertex with the highest value by another point

2012

- A method is described for the minimization of a function of n variables, which depends on the comparison of function values at the vertices of a general simplex, followed by the replacement of the vertex with the highest value by another point
- The simplex adapts itself to the local landscape, and contracts on to the final minimum
- A procedure is given for the estimation of the Hessian matrix in the neighbourhood of the minimum, needed in statistical estimation problems