The Nelder-Mead Method for Optimization in Two Dimensions - Maple Application Center
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The Nelder-Mead Method for Optimization in Two Dimensions

Author
: Greg Spradlin
Engineering software solutions from Maplesoft
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This worksheet illustrates the Nelder-Mead Method of unconstrained nonlinear optimization. The Nelder-Mead method does not require the objective function f to be differentiable. Therefore it is well-suited to problems involving a non-differentiable objective function of a small number of decision variables. This worksheet applies the method to any function of two variables. The user enters the function, the initial simplex (triangle), and the desired accuracy. The minimum value and its location are returned, along with a list of all simplices produced during the method and the actions taken, plus a plot of all the simplices.

Application Details

Publish Date: July 10, 2003
Created In: Maple 8
Language: English

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