Nelder-Mead Simplex Solver with Robust Input Options

Version 1.2.2 (7.74 KB) by Bret Dahme
General form implementation of a downhill Amoeba optimization algorithm, accepting a function input which describes fit.
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Updated 11 Jun 2020

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General form implementation of a downhill Amoeba optimization algorithm accepting a function input which describes fit, freeing the user from having to build the matrices. This method is best at finding local minima, and boundary conditions or initial conditions can change the result converged to. If the performance function is not continuous and smooth, or has multiple local minima, the simplex method may not produce desirable results.

Simple boundary conditions can be handled with the lowBoundary and highBoundary optional inputs, which can be set to -INF or +INF for individual variables to disable bounding them. Complex boundary conditions can be handled in the performance function by returning INF whenever the input variables fall outside of range, though an initial conditions array should be used if this strategy is selected.

Cite As

Bret Dahme (2026). Nelder-Mead Simplex Solver with Robust Input Options (https://www.mathworks.com/matlabcentral/fileexchange/76799-nelder-mead-simplex-solver-with-robust-input-options), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Version Published Release Notes
1.2.2

changed name. included an example

1.2.1