Manual Page for Command >>> SIMPLEX
Syntax
>>> SIMPLEX
Parent Command
>> OPTION
Subcommand

Description
This command selects the downhill simplex method to minimize the objective
function. The downhill simplex method does not calculate derivatives and
can therefore be used for discontinuous objective functions.
The initial simplex is defined by the initial parameter set p_{0} and n
additional points given by :
p_{i} = p_{0} + sigma_{i} * e_{i} i=2,...,(n+1)
where sigma is the parameter variation given by commands >>>> VARIATION or
>>>> DEVIATION (p), and the e's are n unit vectors along the parameter axis.
At the end of minimization by means of the simplex algorithm,
the Jacobian matrix is evaluated to allow for a standard error analysis.
The simplex algorithm is most useful in connection with the L_{1}estimator
and discontinuous cost functions.
Example
> COMPUTATION
>> OPTION
>>> use SIMPLEX algorithm to minimize objective function
<<<
<<
See Also
>>> ANNEAL 
>>> GAUSSNEWTON 
>>> GRID SEARCH 
>>> LEVENBERGMARQUARDT
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Page updated: July 29, 1997