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https://github.com/olivierverdier/downhill-simplex

Implementation of the downhill simplex method (aka Nelder–Mead method)
https://github.com/olivierverdier/downhill-simplex

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Implementation of the downhill simplex method (aka Nelder–Mead method)

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# Downhill simplex optimisation algorithm

Pure Python/Numpy implementation of the downhill simplex optimisation algorithm.

## Why?

Mostly for educational purpose, if you want to experiment with the variations of the algorithms.

## Reference

See [the description of the downhill simplex (Nelder-Mead) algorithm on Wikipedia](https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method).