The Nelder-Mead Simplex Procedure for Function Minimization

The Nelder-Mead simplex method for function minimization is a “direct” method requiring no derivatives. The objective function is evaluated at the vertices of a simplex, and movement is away from the poorest value. The process is adaptive, causing the simplexes to be continually revised to best conform to the nature of the response surface. The generality of the method is illust'rated by using it. to solve six problems appearing in the May 1973 issue of Technometrics.