nelderMead.m File Reference

Algorithm 15.1: Nelder-Mead algorithm. More...

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Functions
function	nelderMead (in obj, in x0, in eps, in maxiter)
	Applies the Nelder-Mead algorithm to solve where . More...

Detailed Description

Algorithm 15.1: Nelder-Mead algorithm.

Implementation of algorithm 15.1 of [1]

Note

Tested with run1502nelderMead.m

Tested with run1503nelderMead.m

Author

Michel Bierlaire

Date

Sat Mar 21 18:23:57 2015

Definition in file nelderMead.m.

Function Documentation

nelderMead()

function nelderMead	(	in	obj,
		in	x0,
		in	eps,
		in	maxiter
	)

Applies the Nelder-Mead algorithm to solve where .

Parameters

obj	the name of the Octave function defining f(x)
x0	matrix nx(n+1) containnig the initial simplex
eps	algorithm stops if .
maxiter	maximum number of iterations (Default: 100)

Returns

[solution,simplex]: the solution and the final simplex.