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[help-gsl] Nelder-Mead Simplex algorithm (2008-09-12)

From: Tania Regimbau <regimbau@......>
Subject: Nelder-Mead Simplex algorithm
Date: Fri, 12 Sep 2008 20:15:10 +0200
To: help-gsl@gnu.org

Hi,

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,

T.R