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.