Optimization NelderMead Simplex

Version 1.1.1 (2.77 KB) by Amin Pirmohammadi
A Matlab project for optimization of Rosenbrock function using Nelder Mead method with visualization (simplex)
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Updated 21 Mar 2024
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Optimization_NelderMead

A Matlab project for optimization of Rosenbrock function (3 variables) using Nelder Mead method with visualization

Equation:

f(x_1,x_2,x_3 )= (1 - x_1 )^2 + (2 -x_2 )^2+ 65*((x_2-(x_1)^2))^2+ 65*((x_3-(x_2)^2))^2

Start point: [1 -2 5]

Convergence:

〖(∑_(i=1)^(n+1)▒(f_i-f_c )^2/(n+1))〗^(1/2)≤ε

stop algorithm when ε=1e-6

result:

Number of Iterations reflection 152 contraction 29 shrinkage 0 expansion 35 Total 216

                Optimum
      X	                               F
 [1.365, 1.866, 3.484]               0.1516

Cite As

Amin Pirmohammadi (2026). Optimization NelderMead Simplex (https://github.com/AminPmi/Optimization_NelderMead/releases/tag/1.1.1), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2024a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.1.1

See release notes for this release on GitHub: https://github.com/AminPmi/Optimization_NelderMead/releases/tag/1.1.1
1.1

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.