On the roots of certain polynomials arising from the analysis of the Nelder-Mead simplex method (Q1870045)
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English | On the roots of certain polynomials arising from the analysis of the Nelder-Mead simplex method |
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On the roots of certain polynomials arising from the analysis of the Nelder-Mead simplex method (English)
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4 May 2003
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The aim of this paper is to study the location of the zeros of a two-parameter family of polynomials of the form \(p_n(z)=z^n-a\sum_{k=1}^{n-1}z^k+b\), where \(a,b\in \mathbb C\). Using the Schur-Cohn criterion the authors determine all possible configurations of the zeros of \(p_n\) with respect to the unit circle in case \(\bar{a}-a\bar{b}\) is real. The special choices \((a,b)=(\frac{1}{2n},-\frac{1}{2})\), \((a,b)=(\frac{3}{2n},\frac{1}{2})\), and \((a,b)=(\frac{2}{n},1)\) correspond to the characteristic polynomials of the recurrence relations for inside contractions, outside contractions, and reflections, respectively, in the theoretical analysis of the Nelder-Mead simplex algorithm for unconstrained optimization [\textit{J. A. Nelder} and \textit{R. Mead}, Computer J. 7, 308--313 (1965; Zbl 0229.65053)]. The authors show that the zeros of the characteristic polynomials for inside and outside contractions approach the unit circle as \(n\rightarrow \infty\). They also conjecture that the largest and smallest moduli of the zeros of the characteristic polynomials for these contractions satisfy certain monotony properties.
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zeros of polynomials
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Nelder-Mead simplex method
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Schur-Cohn criterion
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