% By default, we use standard values for the reflection, the expansion, the contraction and the shrink coefficients (alpha = 1, chi = 2, psi = 1 / 2 and σ = 1 / 2).

% See http://en.wikipedia.org/wiki/Nelder-Mead_method

%

% This routine uses the Nelder-Mead simplex (direct search) method.

% As chaining could reveal interesting to reach the solution neighborhood,

% the function automatically restarts from the current solution while

% amelioration is possible.

% Nelder-Mead like optimization routine (see http://en.wikipedia.org/wiki/Nelder-Mead_method)

%

% INPUTS

% objective_function [string] Name of the objective function to be minimized.

% x [double] n*1 vector, starting guess of the optimization routine.

% options [structure]

% By default the standard values for the reflection, the expansion, the contraction

% and the shrink coefficients are used (alpha = 1, chi = 2, psi = 1 / 2 and σ = 1 / 2).

%

% OUTPUTS

% The routine automatically restarts from the current solution while amelioration is possible.

%

% INPUTS

% o objective_function [string] Name of the objective function to be minimized.

% o x [double] n*1 vector, starting guess of the optimization routine.

% o options [structure] Options of this implementation of the simplex algorithm.

% o varargin [cell of structures] Structures to be passed to the objective function: dataset_,

% options_, M_, estim_params_, bayestopt_, and oo_.

%

% OUTPUTS

% o x [double] n*1 vector, estimate of the optimal inputs.

% o fval [double] scalar, value of the objective at the optimum.

% o exitflag [integer] scalar equal to 0 or 1 (0 if the algorithm did not converge to