Pour illustrer l'algorithme de Nelder-Mead, nous prenons l'exemple traité par J.H. Mathews et K.K. Fink [MF04]. Soit f : R2
→ R dé nie parf : (x, y) → x2− 4x + y2− y − xy.
Cette fonction atteint son minimum au point (3,2) où elle vaut -7. Pour retrouver ce minimum, les auteurs ont appliqué la méthode de Nelder Mead en partant d'un simplexe inital T1 (cf gure B.1). Sur cette gure, nous pouvons observer une séquence de triangles générés pendant les diérentes itérations, convergeant vers le point (3,2).
Figure B.1 Exemple d'application de la méthode Nelder Mead
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