nelderMead

nelderMead(f, x0, options?): any

Defined in: neldermead.js:35

Minimize a function using the Nelder-Mead downhill simplex method.

Parameters

f

Function

Objective: (x) => number (or (x) => {loss, …})

x0

number[]

Initial parameters

options?

chi?

number

Expansion coefficient

fTol?

number

Convergence tolerance on f spread across the simplex

history?

boolean

Record {x, fx, simplex} per iteration

maxIter?

number

Maximum iterations

nonZeroDelta?

number

Relative perturbation for nonzero x0 entries

psi?

number

Contraction coefficient

rho?

number

Reflection coefficient

sigma?

number

Reduction (shrink) coefficient

xTol?

number

Convergence tolerance on x spread across the simplex

zeroDelta?

number

Absolute perturbation for zero x0 entries

Returns

any

{x, fx, iterations, fevals, converged, history?}