Nelder-Mead Method
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High Quality Content by WIKIPEDIA articles! The Nelder-Mead method or downhill simplex method or amoeba method is a commonly used nonlinear optimization technique, which is a well-defined numerical method for twice differentiable and unimodal problems. However, the Nelder-Mead technique is only a heuristic, since it can converge to non-stationary points on problems that can be solved by alternative methods. The Nelder-Mead technique was proposed by John Nelder & R. Mead (1965) and is a technique for minimizing an objective function in a many-dimensional space.
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