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© 2023 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.

Abstract

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.

Details

Title
A Stochastic Convergence Result for the Nelder–Mead Simplex Method
Author
Galántai, Aurél  VIAFID ORCID Logo 
First page
1998
Publication year
2023
Publication date
2023
Publisher
MDPI AG
e-ISSN
22277390
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
2812680963
Copyright
© 2023 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.