A SIMPLEX-METHOD FOR FUNCTION MINIMIZATION
A SIMPLEX-METHOD FOR FUNCTION MINIMIZATION
复制标题
DOI：
10.1093/comjnl/7.4.308
复制
发表时间：
1965-01-01
期刊：
影响因子：
1.4
通讯作者：
MEAD, R
中科院分区：
文献类型：
--
作者：
NELDER, JA;MEAD, R
本文提出了一种求n元函数最小值的方法，该方法依赖于比较一般单纯形的（n+ 1）个顶点上的函数值，然后用另一个点替换最高值的顶点。单纯形使自己适应当地的景观，并收缩到最后的最小值。该方法被证明是有效的和计算紧凑。给出了在统计估计问题中需要的最小值附近的Hessian矩阵的估计过程。
A method is described for the minimization of a function ofnvariables, which depends on the comparison of function values at the (n+ 1) vertices of a general simplex, followed by the replacement of the vertex with the highest value by another point. The simplex adapts itself to the local landscape, and contracts on to the final minimum. The method is shown to be effective and computationally compact. A procedure is given for the estimation of the Hessian matrix in the neighbourhood of the minimum, needed in statistical estimation problems.