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Convergence Properties of the Nelder-Mead Simplex Method in Low Dimensions.
Jeffrey C. Lagarias
James A. Reeds
Margaret H. Wright
Paul E. Wright
Published in:
SIAM J. Optim. (1998)
Keyphrases
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simplex method
nelder mead
simplex algorithm
linear program
convergence rate
linear programming
simplex search
primal dual
linear fractional
linear programming problems
convergence speed
mixed integer
objective function
search algorithm
constraint satisfaction
step size