Module nelder_mead 

Nelder-Mead simplex: gradient-free local search by reflecting, expanding and contracting a simplex of n + 1 points. The tool for noisy or non-smooth objectives where gradients mislead.

Functions

nelder_mead

Minimize f from x0 with the standard Nelder-Mead coefficients (reflection 1, expansion 2, contraction 1/2, shrink 1/2). Converged when the simplex’s value spread falls below tol (relative to the best value).