1998
DOI: 10.1137/s1052623496303470
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Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions

Abstract: The Nelder-Mead simplex algorithm, first published in 1965, is an enormously popular direct search method for multidimensional unconstrained minimization. Despite its widespread use, essentially no theoretical results have been proved explicitly for the Nelder-Mead algorithm. This paper presents convergence properties of the Nelder-Mead algorithm applied to strictly convex functions in dimensions 1 and 2. We prove convergence to a minimizer for dimension 1, and various limited convergence results for dimension… Show more

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Cited by 6,324 publications
(3,675 citation statements)
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References 7 publications
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“…All optimization was implemented in MATLAB R2010a (The MathWorks, Natick, MA, USA) using a constrained Nelder-Mead simplex algorithm, 25 with initial parameter values chosen from a uniform random distribution.…”
Section: Optimization and Data Analysismentioning
confidence: 99%
“…All optimization was implemented in MATLAB R2010a (The MathWorks, Natick, MA, USA) using a constrained Nelder-Mead simplex algorithm, 25 with initial parameter values chosen from a uniform random distribution.…”
Section: Optimization and Data Analysismentioning
confidence: 99%
“…The set of rate constants from the random search that produced the smallest deviation, was used as the seed for the fminsearch function of the MATLAB optimization toolbox. The fminsearch function is a directed search algorithm that uses the Nelder-Mead simplex method (Lagarias et al, 1998). The co-occurrence matrices and the corresponding sets of rate constants that produced the smallest deviation are reported in the Results section.…”
Section: Optimization Proceduresmentioning
confidence: 99%
“…Two metrics [TA and rTTP (rTTP ¼ TTP-TA)] were determined using gamma variate fit through the first passage and the other metric (FWHM) was determined directly from the DR 2 * profile. The gamma variate function was fitted to the data with the Nelder-Mead simplex algorithm by minimization of the sum-of-squared differences between the data and the modeled gamma variate function (27). The TA is one of the fitting parameters and the TTP is determined as the time of the maximum signal of the fitted gamma variate function.…”
Section: In Vivo Postprocessingmentioning
confidence: 99%