Name
nm_init — A function which computes an initial simplex
Séquence d'appel
x_init = nm_init(x0,simplex_relsize)
Paramètres
- x0
The starting point. Must be a nx1 vector
- simplex_relsize
The relative size of the simplex. This parameter can be a
scalar or a vector of the same size as x0. It corresponds to the
amplitude of a noise which will be added to x0.
- x_init
The initial simplex computed by nm_init. This matrix can be
sent to optim_nelder_mead or step_nelder_mead as is.
Description
This is a function which helps the user to compute an initial
simplex.
Exemples
x0 = [1;1;1];
rel_size = 0.1;
x_init = nm_init(x0, rel_size);
Auteurs
Yann COLLETTE (ycollet@freesurf.fr) |
Bibliography
J.A. Nelder and R. Mead, Computer Journal, 1965, vol 7, pp
308-313
C. T. Kelley, Detection and Remediation of Stagnation in the
Nelder--Mead Algorithm Using a Sufficient Decrease Condition, SIAM Journal
on Optimization, Volume 10 , Issue 1 (1999), pp 43 - 55