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:


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.

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