With permission from the author, we (Rigetti Computing) have re-hosted an implementation of Nelder-Mead, a differentiation-free numerical method for finding local minima of multivariate functions, at https://github.com/rigetticomputing/cl-grnm . It includes both classical Nelder-Mead as well as a "grid-restrained" variant that guarantees convergence. It's authored under the MIT license, a permissive use license.
We would really appreciate its inclusion into Quicklisp. :)
With permission from the author, we (Rigetti Computing) have re-hosted an implementation of Nelder-Mead, a differentiation-free numerical method for finding local minima of multivariate functions, at https://github.com/rigetticomputing/cl-grnm . It includes both classical Nelder-Mead as well as a "grid-restrained" variant that guarantees convergence. It's authored under the MIT license, a permissive use license.
We would really appreciate its inclusion into Quicklisp. :)