7 ms·
Is the Nelder-Mead a.k.a. the other simplex method any good? I remember most of these other methods from my optimisation lessons, but I'm surprised to not see N
by jordigh 6y ago
Is the Nelder-Mead a.k.a. the other simplex method any good? I remember most of these other methods from my optimisation lessons, but I'm surprised to not see Nelder-Mead in this list.
- simonblanke 6y agoI am currently working on the Nelder-Mead algorithm. I did not realize that it is that popular. This gives me motivation to implement it soon ;-) If there are more "must have"-algorithms you could open an issue in Gradient-Free-Optimizers.
- jordigh 6y agoI like it because it was so easy to implement and it worked well, unless your objective function had very narrow and steep valleys. I don't know if it's popular, heheh, it's been a while since I've been in maths school, so that's why I'm asking.