Simplex algorithm

In mathematical optimization theory, the simplex algorithm of George Dantzig is the fundamental technique for numerical solution of the linear programming problem. A variation commonly used in nonlinear regression programs is the Nelder-Mead method or Simplex method or downhill simplex method due to Nelder & Mead (1965) and is a numerical method for solving many-dimensional problems, belonging to the more general class of search algorithms.

Related Topics:
Optimization theory - Algorithm - George Dantzig - Numerical - Linear programming - Nelder-Mead method - Numerical method - Dimension - Search algorithm

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In both cases, the method uses the concept of a simplex, which is a polytope of N + 1 vertices in N dimensions; a line segment on a line, a triangle on a plane, a tetrahedron in three-dimensional space and so forth.

Related Topics:
Simplex - Polytope - Tetrahedron

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