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.
simplex
(/progtricks)
2004-07-19, 13:50
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© M. Vallisneri 2012 — last modified on 2010/01/29
Tantum in modicis, quantum in maximis