About this article
Published Online: Jun 06, 2014
Page range: 169 - 183
Received: Sep 04, 2013
DOI: https://doi.org/10.2478/ausm-2014-0012
© 2014
This article is distributed under the terms of the Creative Commons Attribution Non-Commercial License, which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.
The Nelder-Mead simplex method is a widespread applied numerical optimization method with a vast number of practical applications, but very few mathematically proven convergence properties. The original formulation of the algorithm is stated in Rn using terms of Euclidean geometry. In this paper we introduce the idea of a hyperbolic variant of this algorithm using the Poincaré disk model of the Bolyai- Lobachevsky geometry. We present a few basic properties of this method and we also give a Matlab implementation in 2 and 3 dimensions