Machine Learning

How to Use Nelder-Mead Optimization in Python

The Nelder-Mead optimization algorithm is a widely used approach for non-differentiable objective functions.

As such, it is generally referred to as a pattern search algorithm and is used as a local or global search procedure, challenging nonlinear and potentially noisy and multimodal function optimization problems.

In this tutorial, you will discover the Nelder-Mead optimization algorithm.

After completing this tutorial, you will know:

  • The Nelder-Mead optimization algorithm is a type of pattern search that does not use function gradients.
  • How to apply the Nelder-Mead algorithm for function optimization in Python.
  • How to interpret the results of the Nelder-Mead algorithm on noisy and multimodal objective functions.

Let’s get started.