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[Help-gsl] Nelder-Mead Simplex algorithm

From: Tania Regimbau
Subject: [Help-gsl] Nelder-Mead Simplex algorithm
Date: Fri, 12 Sep 2008 20:15:10 +0200


I used the implementation of the GSL Nelder Mead Simplex algorithm to minimize a 3 variable function and it doesn't seem to perform very well compared to the Matlab function fmeansearch based on the same algorithm. Can someone tell me what the difference is between the two? I thought I was using the same precision parameters but I may have missed something.

Thanks a lot,


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