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);
 

Voir aussi

optim_nelder_mead, step_nelder_mead

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