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This might be a lot to ask, but I need to use the Nelder Mead minimization method to minimize this function of mine, but haven’t actually seen how to use the method aside from with Rosenbrock function. Could someone (using python 2.7.12) come up with a complicated-ish function (ie one with summations in it) and use that method to minimize the function? Thanks so much for the help!
Expert Answer
Nelder Mead minimization method is a simplex method for finding minimum of a function of that contains several variables.Suppose , For two variables, a simplex is a triangle. Here
the method we are using is a pattern search which used to compare function values at the three vertices. In this situation the worst vertex, is rejected and replaced with a new
vertex. In this way, new triangle is formed and the search is continued and generates a sequence of triangles till the function values get smaller and smaller. In tis process the size of the triangles is reduced and finally the coordinates of the minimum point are found.
This is stated using simplex and will find the minimum of a function. It is effective.
