A Stochastic Convergence Result for the Nelder–Mead Simplex Method
We prove that the Nelder–Mead simplex method converges in the sense that the simplex vertices converge to a common limit point with a probability of one. The result may explain the practical usefulness of the Nelder–Mead method.
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-04-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/11/9/1998 |