Optimization NelderMead Simplex

A Matlab project for optimization of Rosenbrock function using Nelder Mead method with visualization (simplex)

Optimization_NelderMead

A Matlab project for optimization of Rosenbrock function (3 variables) using Nelder Mead method with visualization

Equation:

f(x_1,x_2,x_3 )= (1 - x_1 )^2 + (2 -x_2 )^2+ 65*((x_2-(x_1)^2))^2+ 65*((x_3-(x_2)^2))^2

Start point: [1 -2 5]

Convergence:

〖(∑_(i=1)^(n+1)▒(f_i-f_c )^2/(n+1))〗^(1/2)≤ε

stop algorithm when ε=1e-6

result:

Number of Iterations reflection 152 contraction 29 shrinkage 0 expansion 35 Total 216

                Optimum
      X	                               F
 [1.365, 1.866, 3.484]               0.1516