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Nelder-Mead

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The Nelder–Mead method (also downhill simplex method. It is a direct search method (based on function comparison) and is often applied to nonlinear optimization problems for which derivatives may not be known. https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method

  • to-do

    randomize perturbance on initial guess, new guess if no convergence

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Nelder–Mead method for nonlinear optimization

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