scipy/scipy — pull request #3974 by shapiromh (2014-09-07 22:37:25+00:00)
Title: Specify Nelder-Mead step size and allow for use of adaptive algorithm based on problem dimension.

One change is similar in implementation to #3634. The other is a simple addition to change the reflection, expansion, contraction, and shrink coefficients by keyword argument "adaptive." The change is according to a paper [1] proposing suggestions for improving Nelder-Mead performance in high-dimensional problems. I found some luck using their algorithm in an 18-dimensional problem.

[1] Gao, F. and Han, L. (2010), "Implementing the Nelder-Mean simplex
algorithm with adaptive parameters", Computational Optimization
and Applications, 51(1), pp. 259-277.