An improved simplex method for function minimization

In this short paper, an improved method based on Nelder and Mead's simplex method [1] is described for unconstrained function minimization. The information of the function values evaluated in the previous steps is combined into the direction determination of the succeeding simplex. In this way, the new method reflects a more reasonable descendant search nature of the simplex method. The performance of this improved method over the traditional approach is compared based on the standard subroutine fmins of the MATLAB.