ABSTRACT

The Nelder–Mead algorithm is a direct search procedure in that it involves only function values. In the next few sections, methods will be considered which make use of the gradient of the function S( b ) which will be called g : () g j = ∂ S ( b ) / ∂ b j   for     j =1,2, … , n https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315139784/ed4048a6-e22b-4325-b5dd-51851ea3ba32/content/eq640.tif"/>