Nelder-Mead method

The engineer can use the Nelder-Mead method to generate trial designs which are then tested on a large computer model.

Nelder-Mead method aka.

A prominent example with the same invariance properties is the Nelder-Mead method, where the initial simplex must be chosen respectively.

John Burkardt: Nelder-Mead code in Matlab - note that a variation of the Nelder-Mead method is also implemented by the Matlab function fminsearch.

The Nelder-Mead method or downhill simplex method or amoeba method is a commonly used nonlinear optimization technique, which is a well-defined numerical method for problems for which derivatives may not be known.