A Stochastic Convergence Result for the Nelder-Mead Simplex Method

被引：6
作者：
Galantai, Aurel [1 ]
机构：
[1] Obuda Univ, H-1034 Budapest, Hungary
来源：
MATHEMATICS | 2023年 / 11卷 / 09期
关键词：
Nelder-Mead simplex method; convergence; stochastic convergence; ALGORITHM;
D O I：
10.3390/math11091998
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We prove that the Nelder-Mead simplex method converges in the sense that the simplex vertices converge to a common limit point with a probability of one. The result may explain the practical usefulness of the Nelder-Mead method.
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页数：12
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