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)
0.0
(0)
35 Downloads
Updated 21 Mar 2024
View License on GitHub

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 (2025). 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
Tags Add Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

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.