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Some standard multidimensional minimization algorithms

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minimizers

Some standard set of multidimensional minimization algorithms:

  • Nelder–Mead method or downhill simplex method or amoeba method
  • PRAXIS: Brent’s algorithm for function minimization
  • Powell's conjugate direction method
  • Broyden–Fletcher–Goldfarb–Shanno algorithm (BFGS) with numeric derivations

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Some standard multidimensional minimization algorithms

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