How does fminsearch generate initial simplex ?

Hi, I want to understand how fminsearch generates its initial simplex with n+1 vertices, given the initial choice of parameters specified by user. For example : if I have to minimise and function f(p) where p=[p1,p2], and I supply an initial p0=[p1in p2in], then fminsearch should first generate a set of 3, 2-d points for simplex method. two of these points can be [p1in 0] and [0 p2in], but how is the third point constructed ?

Also, as a reverse problem, how are the final vertices of (n+1)-dim simplex converted to the values of optimum [p1_opt,p2_opt]. Does fminsearch takes some projection of final vertices along the parameter axes ?

[Pragya Srivastava]

If I understand the algorithm correctly, then is the 3rd point of simplex gives by [p1+0.05*p1,p2+0.05*p2] ?

Answer 1

[Alan Weiss]

The initialization is given in the fminsearch algorithm description.

Alan Weiss

MATLAB mathematical toolbox documentation