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Module Phylogenetics.Nelder_meadSource

An implementation of Nelder-Mead algorithm for function optimization

Implements method as described in Wikipedia and uses some tests from the original publication:

A simplex method for function minimization J. A. Nelder and R. Mead

Sourceval minimize : ?tol:float -> ?maxit:int -> ?debug:bool -> f:(float array -> float) -> sample:(unit -> float array) -> unit -> float * float array * int

Minimizes cost function f. sample function must return a vector of initial parameters. Returns the minimum value of f, the vector of optimized parameters, and the number of iterations.