[SciPy-user] Nelder-Mead

[Alan G Isaac]

On Wed, 24 May 2006, joris at ster.kuleuven.ac.be apparently wrote: 
> you should know that there is another simplex 
> method, invented by Torczon in 1989 which is more robust than 
> the Nelder-Mead algorithm but at the price of slower convergence. 
> The Torczon simplex doesn't change shape, only size, and it 
> tries to replace the best simplex corner rather than the worse 
> simplex corner. The algorithm is mathematically more tractable 
> and Torczon has a "convergence proof", of course with idealised 
> assumptions. 

Related code is available:
http://www.cs.wm.edu/~va/software/SimplexSearch/ 

And related papers:
http://www.cs.wm.edu/~va/research/

Cheers,
Alan Isaac