[Module] Simplex

[Vivake Gupta]

                                Simplex                                 
                                -------                                 

Regression method for arbitrary nonlinear function minimization.

Simplex minimizes an arbitrary nonlinear function of N variables by the
Nedler-Mead Simplex method as described in:

Nedler, J.A. and Mead, R., "A Simplex Method for Function Minimization",
Computer Journal, Vol. 7, 1965, pp. 308-313.

It makes no assumptions about the smoothness of the function being
minimized. It converges to a local minimum which may or may not be the
global minimum depending on the initial guess used as a starting point.


       URL:  http://www.omniscia.org/~vivake/python/
  Download:  http://www.omniscia.org/~vivake/python/Simplex.py

   License:  GPL

  Categories:  Math

Vivake Gupta (v@omniscia.org)
http://www.omniscia.org/~vivake/python/

--
<a href="http://www.omniscia.org/~vivake/python/">Simplex</a> --
Regression method for arbitrary nonlinear function minimization.