Nelder –Mead Algorithm

Nelder –Mead Algorithm:

• Nelder-Mead algorithm selects through method parameter.
• It provides the most straightforward way of minimization for fair behaved function.
• Nelder – Mead algorithm is not used for gradient evaluations because it may take a longer time to find the solution.

import numpy as np
from scipy.optimize import minimize
#define function f(x)
def f(x):   
    return .4*(1 - x[0])**2
  
optimize.minimize(f, [2, -1], method="Nelder-Mead")

Output:

final_simplex: (array([[ 1.        , -1.27109375],
       [ 1.        , -1.27118835],
       [ 1.        , -1.27113762]]), array([0., 0., 0.]))
           fun: 0.0
       message: 'Optimization terminated successfully.'
          nfev: 147
           nit: 69
        status: 0
       success: True
             x: array([ 1.        , -1.27109375])