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updated 3 years ago

Improving the convergence of Nelder-Mead (and so fminsearch) by Emile Simon

This highlights a (common) trick to improve the convergence of NM, and a problem within fminsearch. (optimization, neldermead, algorithm)

nmsmax(fun, x, stopit, savit, varargin)

BenchmarkXSquared.m

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updated 4 years ago

Linear Median Squared Error by Will Dwinnell

Linear median squared error function for linear functions (statistics, regression, linear regression)

LinearMedianSquaredError(B,X,Y)

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updated 5 years ago

State-machine simplex minimizer by Fred Sigworth

A simple minimizer of in-line coded functions, for teaching and experimentation. (optimization, neldermead, persistent variable)

[Pars, t]=Simplex(y, StartPars, Steps);

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