olivierverdier / downhill-simplex

Implementation of the downhill simplex method (aka Nelder–Mead method)

Downhill simplex optimisation algorithm

Pure Python/Numpy implementation of the downhill simplex optimisation algorithm.

Why?

Mostly for educational purpose, if you want to experiment with the variations of the algorithms.

Reference

See the description of the downhill simplex (Nelder-Mead) algorithm on Wikipedia.