Namespace SignalSharp.Optimization.NelderMead

Classes

NelderMeadOptimizerOptions

Configuration options for the NelderMeadOptimizer<TInput, TMetric>.

NelderMeadOptimizer<TInput, TMetric>

Implements the Nelder-Mead simplex optimization algorithm. It is a direct search method suitable for non-differentiable objective functions and does not use gradient information. This implementation handles parameter bounds by clamping.