Downhill simplex method
(Redirected from Nelder-Mead simplex method)
The downhill simplex method, (also called the Nelder-Mead simplex method) due to Nelder & Mead (1965), is a numerical method for solving many-dimensional problems. It belongs to the more general class of search algorithms.
An example can be found in Numerical Recipes in C, Press et al.
Categories: Algorithms | Numerical analysis