Open AccessConvergence 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.