Last updated: 2023-03-16.

tf_quant_finance.math.optimizer.nelder_mead_one_step

A single iteration of the Nelder Mead algorithm.

tf_quant_finance.math.optimizer.nelder_mead_one_step(
    current_simplex, current_objective_values, objective_function=None, dim=None,
    func_tolerance=None, position_tolerance=None, batch_evaluate_objective=False,
    reflection=None, expansion=None, contraction=None, shrinkage=None, name=None
)