Search MethodAdvantagesDisadvantages
Simplex (Nelder Mead)
  • Very fast with a good initial guess
  • Highly sensitive to initial guess
  • Samples fewer parameter values than Differential Evolution
Univariate
  • Same as Simplex
  • Can only optimize the value of a single parameter
Differential Evolution
  • Insensitive to initial guess
  • Can search more parameters and a wider range of values than Simplex
  • Favorable when little information is known (uncertain initial guess and parameter ranges)
  • Slower than Simplex