This solver keeps a set of N+1 sorted vectors x1,x2,...,xN+1 and their corresponding
objective function values
. At each iteration, xN+1 is removed from
the set and replaced with
where
can be one of
depending upon the values of
each possible
.
The algorithm terminates when the residual fN+1 - f1 becomes sufficiently small. Because of the way new vectors can be added to the sorted set, the minimum function value and/or the residual may not be impacted at each iteration.
There are two options that can be set specifically for the Nelder-Mead algorithm,
-tao_nm_lamda <value> sets the initial set of vectors (x0 plus
value in each cartesion direction), the default value is 1.
tao_nm_mu <value> sets the value of
,
the default is
.