Research Article
Improved convergence results for the Nelder-Mead simplex method in low dimensional spaces
https://doi.org/10.21203/rs.3.rs-1145052/v1
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We prove two results on the convergence of the Nelder-Mead simplex method. Both theorems prove the convergence of the simplex vertices to a common limit point. The first result is an improved variant of the convergence theorems of [7] and [8], while the second one proves the convergence with probability 1.
Nelder-Mead simplex method
convergence
stochastic convergence
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