6. Analysis and comparison of different methods

Nelder and Mead's method brings a real gain in efficiency by proposing the modification of the size of the simplex, by extensions or contractions, according to the response of the symmetrical. It is particularly well suited to situations where the initial simplex occupies the entire experimental domain, and progress is made by successive contractions, as in the example in paragraph 1.2.2 . Today,...

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Analysis and comparison of different methods

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Bibliography

(1) - PORTE (C.) - Méthodes directes d'optimisation – Méthodes à une variable et simplex - Techniques de l'Ingénieur – p. 228 v2
(2) - NELDER (A.), MEAD (R.) - A simplex method for function minimization - J. Comput. (USA) 7 p. 308 (1965)....