Update RFC-00xx-automatic-implicit-differentiation.md

Author: 0x00b1

RFC-00xx-automatic-implicit-differentiation.md

@@ -307,6 +307,8 @@ Newton’s method for univariate function minimization requires the first and se
 
 ##### Nelder-Mead Method
 
+The Nelder-Mead method uses a simplex to traverse the space in search of a minimum. A simplex is a generalization of a tetrahedron to $n$-dimensional space. A simplex in one dimension is a line, and in two dimensions it is a triangle. The simplex derives its name from the fact that it is the simplest possible polytope in any given space.
+
 #### Linear Constrained Optimization
 
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