Convergence theorems for the Nelder-Mead method | Zendy

Aurél Galántai | Zendy

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Convergence theorems for the Nelder-Mead method

Author(s) -

Aurél Galántai

Publication year - 2020

Publication title -

journal of computational and applied mechanics

Language(s) - English

Resource type - Journals

eISSN - 2732-0189

pISSN - 1586-2070

DOI - 10.32973/jcam.2020.008

Subject(s) - convergence (economics) , mathematics , compact convergence , modes of convergence (annotated index) , matrix (chemical analysis) , convergence tests , normal convergence , mathematical optimization , calculus (dental) , computer science , pure mathematics , rate of convergence , key (lock) , topological space , medicine , topological vector space , materials science , computer security , dentistry , isolated point , economics , composite material , economic growth

We develop a matrix form of the Nelder-Mead method and after discussing the concept of convergence we prove a general convergence theorem. The new theorem is demonstrated in low dimensional spaces.

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