NelderMead reimplementation #951
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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:
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@eriove Anything I should do to get the PR approved? |
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@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? |
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I am interested in getting this PR merged! |
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@BarkenBark Me too, but it seems there is no real response here. :( |
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@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. |
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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)