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A Simplex Method for Function Minimization

1965/01/01 by J. A. Nelder, R. Mead · 28,959 citations
Engineering · Mathematics · Physics and Astronomy · #Algorithm #Applied mathematics #Combinatorics #Computer science #Control Systems and Identification #Function (biology) #Graph #Hessian matrix #Linear programming #Mathematical analysis #Mathematical optimization #Mathematics #Minification #Neighbourhood (mathematics) #Scientific Research and Discoveries #Simplex #Simplex algorithm #Statistical and numerical algorithms #Vertex (graph theory)

paper · doi:10.1093/comjnl/7.4.308

published in The Computer Journal 7(4), 308-313 (Oxford University Press)

openalex publication_date 1965/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/06

Abstract

A method is described for the minimization of a function of n variables, which depends on the comparison of function values at the (n + 1) vertices of a general simplex, followed by the replacement of the vertex with the highest value by another point. The simplex adapts itself to the local landscape, and contracts on to the final minimum. The method is shown to be effective and computationally compact. A procedure is given for the estimation of the Hessian matrix in the neighbourhood of the minimum, needed in statistical estimation problems.

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