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The subplex is a variant of the Nelder-Mead simplex method that is good for noisy functions and converges faster for some problems. An author of several Julia packages has a C implementation here. This might be a good optimizer to add to the library.
The text was updated successfully, but these errors were encountered:
The subplex is a variant of the Nelder-Mead simplex method that is good for noisy functions and converges faster for some problems. An author of several Julia packages has a C implementation here. This might be a good optimizer to add to the library.
The text was updated successfully, but these errors were encountered: