A Simplex Method for Function Minimization
1
National Vegetable Research Station , Wellesbourne, Warwick
Publication type: Journal Article
Publication date: 1965-01-01
scimago Q2
wos Q3
SJR: 0.482
CiteScore: 4.4
Impact factor: 1.5
ISSN: 00104620, 14602067
General Computer Science
Abstract
A method is described for the minimization of a function of n variables, which depends on the comparison of function values at the (n 41) vertices of a general simplex, followed by the replacement of the vertex with the highest value by another point. The simplex adapts itself to the local landscape, and contracts on to the final minimum. The method is shown to be effective and computationally compact. A procedure is given for the estimation of the Hessian matrix in the neighbourhood of the minimum, needed in statistical estimation problems.
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RIS
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TY - JOUR
DO - 10.1093/comjnl/7.4.308
UR - https://doi.org/10.1093/comjnl/7.4.308
TI - A Simplex Method for Function Minimization
T2 - Computer Journal
AU - Mead, R
PY - 1965
DA - 1965/01/01
PB - Oxford University Press
SP - 308-313
IS - 4
VL - 7
SN - 0010-4620
SN - 1460-2067
ER -
Cite this
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@article{1965_Nelder,
author = {R Mead},
title = {A Simplex Method for Function Minimization},
journal = {Computer Journal},
year = {1965},
volume = {7},
publisher = {Oxford University Press},
month = {jan},
url = {https://doi.org/10.1093/comjnl/7.4.308},
number = {4},
pages = {308--313},
doi = {10.1093/comjnl/7.4.308}
}
Cite this
MLA
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Nelder, J. A.. “A Simplex Method for Function Minimization.” Computer Journal, vol. 7, no. 4, Jan. 1965, pp. 308-313. https://doi.org/10.1093/comjnl/7.4.308.