In mathematical optimization theory, the simplex algorithm, created by the American mathematician George Dantzig in 1947, is a popular algorithm for numerical solution of the linear programming problem. The journal Computing in Science and Engineering listed it as one of the top 10 algorithms of the century.
An unrelated, but similarly named method is the Nelder-Mead method or downhill simplex method due to Nelder & Mead (1965) and is a numerical method for optimising many-dimensional unconstrained problems, belonging to the more general class of search algorithms.
In both cases, the method uses the concept of a simplex, which is a polytope of N + 1 vertices in N dimensions: a line segment in one dimension, a triangle in two dimensions, a tetrahedron in three-dimensional space and so forth.
Reference:
http://en.wikipedia.org/wiki/Simplex_algorithm
