Effect of dimensionality on the Nelder–Mead simplex method

DOI10.1080/10556780512331318290MaRDI QIDQ3377969zbMATH OpenOpenAlexFDO

Authors Lixing Han, M. Neumann

Publication date 29 March 2006

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780512331318290

zbMATH Keywords

convergenceeffect of dimensionalityNelder--Mead methodoptimizationsimplex

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

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• Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point

Cites work

• A convergent variant of the Nelder--Mead algorithm
• Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition
• Fortified-Descent Simplicial Search Method: A General Approach
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• scientific article; zbMATH DE number 1274356 (Why is no real title available?)
• scientific article; zbMATH DE number 879773 (Why is no real title available?)
• Nelder-Mead Simplex Modifications for Simulation Optimization
• On the roots of certain polynomials arising from the analysis of the Nelder-Mead simplex method
• Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation

Cited in

(19)

• Optimal combination of aircraft maintenance tasks by a novel simplex optimization method
• Improvement of the Nelder-Mead method using direct inversion in iterative subspace
• Proper initialization is crucial for the Nelder-Mead simplex search
• The Nelder-Mead simplex algorithm with perturbed centroid for high-dimensional function optimization
• Finding local optima of high-dimensional functions using direct search methods
• Convergence of the Nelder-Mead method
• The simulation measurement of ultrafine Nano-particle size-Nelder-Mead simplex method
• A simplex-based numerical framework for simple and efficient robust design optimization
• A hyperbolic variant of the Nelder-Mead simplex method in low dimensions
• Implementing the Nelder-Mead simplex algorithm with adaptive parameters
• scientific article; zbMATH DE number 2078361 (Why is no real title available?)
• Improved Nelder–Mead algorithm in high dimensions with adaptive parameters based on Chebyshev spacing points
• Dynamic algorithm selection for Pareto optimal set approximation
• Multi-direction-based Nelder-Mead method
• Artificial Evolution
• Augmented ant colony algorithm for virtual drug discovery
• Parameter sensitivity study of the Nelder-Mead simplex method
• Non-homogeneous continuous-time Markov chain with covariates: applications to ambulatory hypertension monitoring
• On the optimal parameter values of the Nelder-Mead simplex algorithm

Describes a project that uses

Uses Software

• subplex
• KELLEY

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