nelder-mead
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Pure Python/Numpy implementation of the Nelder-Mead algorithm.
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Hey Francois, Your Nelder-Mead implementation is among the top search results for Python, so I rewrote its variable names to be readable by future learners. Adam
https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method The Wiki article has the Contraction Step as follows Xc = X0 + rho * (Xn+1 - X0) with 0 < rho < 0.5 This code has it as:...