On Monday, 22 December 2014 at 20:46:23 UTC, bachmeier wrote:
It's been ages since I read the paper, but there is a parallel
version of Nelder-Mead that is supposed to give very large
performance improvements, even when used on a single processor:
http://www.cs.ucsb.edu/~kyleklein/publications/neldermead.pdf
It is not difficult to implement. I may look into modifying
your code to implement it when I get some time.
It will certainly also be advantageous to pass the functions as
aliases, so that they can get inlined.
