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In the Nelder-Mead algorithm, the simplex looks for the minimum of the function. If I multiply all the function values times -1, would I trick the simplex into searching for the maximum?

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    $\begingroup$ Yes, $\min_x f(x) = -\max_x -f(x)$, independent of the method used to compute it. $\endgroup$ – Christian Clason Jan 6 '15 at 14:57
  • $\begingroup$ @ChristianClason: This means that we can use minimization algorthims to find maxima and maximization algorithm to find minima always? $\endgroup$ – nomadStack Jan 6 '15 at 16:00
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    $\begingroup$ Exactly. This is why textbooks usually talk about just one of the two. $\endgroup$ – Christian Clason Jan 6 '15 at 16:42
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Yes, any minimization method can be used to find a maximum by applying it to $$ -\min_{x} -f(x) = \max_{x} f(x) $$ (with the usual caveats that such a maximum must exist and $-f$ needs to have the required properties for the minimization method to work).

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