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Nelder and Mead Simplex Algorithm

version 1.0.0 (2.14 KB) by dila

dila (view profile)

Multi dimensional search method, Nelder and Mead Simplex Algorithm

12 Downloads

Updated 06 Dec 2018

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Matlab script finds the extremum of the user defined functions, with Nedler and Mead Simplex Algorithm.

One must define the function first with a certain name, as a matlab function (anyFunctionName.m).

User inputs:

* Number of dimensions of the problem
* Starting point vector
* alpha, beta, gamma
* delta
* lambda
* eps1, eps2

Recommended values for the parameters are also supplied within the script.

Cite As

dila (2018). Nelder and Mead Simplex Algorithm (https://www.mathworks.com/matlabcentral/fileexchange/69636-nelder-and-mead-simplex-algorithm), MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility
Created with R2018b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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