Example:Nelder-Mead Method

                     

The process continues and generates a sequence of triangles that converges down on thesolution point (3, 2) (see Figure 8.10). Table 8.6 gives the function values at vertices of thetriangle for several steps in the iteration. A computer implementation of the algorithm continueduntil the thirty-third step, where the best vertex was B = (2.99996456, 1.99983839)and f (B) = −6.99999998. These values are approximations to f (3, 2) = −7 found inExample 8.5. The reason that the iteration quit before (3, 2) was obtained is that the functionis flat near the minimum. The function values f (B), f (G), and f (W) were checked(see Table 8.6) and found to be the same (this is an example of round-off error), and thealgorithm was terminated