5 ms·
What about minimum of a non-differentiable function? I've been using something like Nelder–Mead method (downhill simplex method / amoeba method) [1], but it get
by gulpahum 10y ago
What about minimum of a non-differentiable function? I've been using something like Nelder–Mead method (downhill simplex method / amoeba method) [1], but it gets slow near the minimum.
[1] https://en.wikipedia.org/wiki/Nelder–Mead_method https://en.wikipedia.org/wiki/Nelder–Mead_method