One-dimensional simplex search

DOI10.1016/0305-0548(87)90057-8MaRDI QIDQ580188zbMATH OpenOpenAlexFDO

Authors Chaiho Kim, Eng Ung Choo

Publication date 1987

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0305-0548(87)90057-8

zbMATH Keywords

binary searchgolden section searchnonlinear simplex methodtwo-phase methodunconstrained optimizationunimodal functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The nonlinear simplex method for unconstrained optimization by \textit{J. A. Nelder} and \textit{R. Mead} [Computer J. 7, 308-313 (1965; Zbl 0229.65053)] is modified for the one-dimensional case to yield a two-phase method whose convergence to the optimal solution is proved for unimodal functions. It is shown that by assigning proper values to the initial parameters, the method can be made to behave as the golden section search or the binary search.

Recommendations

• Numerical experiments with the one-dimensional non-linear simplex search
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• On the convergence of one-dimensional simplex search
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
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Cites work

• A Simplex Method for Function Minimization
• scientific article; zbMATH DE number 3687182 (Why is no real title available?)
• Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation

Cited in

(11)

• Unidimensional curve fitting search schemes revisited for multidimensional optimization algorithms
• An efficient interfacing of golden-section and quadratic searches
• On the convergence of one-dimensional simplex search
• Numerical experiments with the one-dimensional non-linear simplex search
• Gilding the lily: A variant of the Nelder-Mead algorithm based on Golden-section search
• Golden section search over hyper-rectangle: a direct search method
• One side cut accelerated random search
• A new unidimensional search method for optimization: linear interpolation method
• One-dimensional orthogonal search—a method for a segment approximation to acceptability regions
• scientific article; zbMATH DE number 4074374 (Why is no real title available?)
• scientific article; zbMATH DE number 14314 (Why is no real title available?)

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