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.

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