mathnet-numerics
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NelderMead reimplementation
Reimplementation of NelderMead using https://www.scilab.org/sites/default/files/neldermead.pdf as the source for the algorithm. (This matches https://se.mathworks.com/help/matlab/math/optimizing-nonlinear-functions.html#bsgpq6p-11 for the default parameters).
The existing algorithm did differ quite a lot from the original. (#950)
This is my first PR here, I am always happy about comments. The original algorithm differed from the NelderMead descriptions I found, the main changes should be:
- No direct changes of the simplex, the new vertex is only accepted as described in the algorithm
- Only calculating the centroid once
- Fixed the scaling parameters
- Added the 'outside contraction' part
@eriove Anything I should do to get the PR approved?
I'm afraid I'm not a maintainer. Check with @cdrnet
@cdrnet Anything I should do to get the PR approved? Some additional info is in #950.
@cdrnet Hi, just wanted to check if there is anything I should change in this PR? Or is there someone specific I should ask for feedback?
@BarkenBark Me too, but it seems there is no real response here. :(
@cdrnet is there any reason why this hasn't been merged into the main code? Current version does seem prone to settling on a local minimum.
