Python code: a Nelder-Mead minimum finder

This is a straightforward (but reasonably fast) Python version of a simplicial Nelder-Mead minimum finder, quite analogous to the routine given in Sec. 10.4 of Numerical Recipes. It is adapted from the original version by Vivake Gupta, in which a subtle bug sometimes led to a period-2 attractor.

Jul 19, 2004

simplex (/progtricks)
2004-07-19, 13:50 [edit]

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© M. Vallisneri 2012 — last modified on 2010/01/29

Tantum in modicis, quantum in maximis