Optimization: principles and algorithms, by Michel Bierlaire
run1503nelderMead.m
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1 %> \file
2 %> Runs example 15.3 illustrating the Nelder-Nead algorithm (Table 15.2)
3 %>
4 %> @note Calls \ref nelderMead
5 %>
6 %> @ingroup Running
7 %> @ingroup chap15
8 %> @author Michel Bierlaire
9 %> @date Sat Mar 21 18:25:02 2015
10 x0 = [1 (1.0+sqrt(33))/8.0 0 ; 1 (1.0-sqrt(33))/8.0 0] ;
11 solution = nelderMead('ex1503mcKinnon',x0,1.0e-5,100)
12 
function nelderMead(in obj, in x0, in eps, in maxiter)
Applies the Nelder-Mead algorithm to solve where .
Copyright 2015-2016 Michel Bierlaire