CNM -- a convergent method of Nelder and Mead type.

MaRDI QIDQ3515040zbMATH OpenFDO

Authors Alexandra Witzel

Publication date 24 July 2008

Full work available at URL http://www.shaker.de/de/content/catalogue/index.asp?lang=de&ID=8&ISBN=978-3-8322-7328-6

zbMATH Keywords

unconstrained optimizationsimplexdirect search methodsstationary pointsdescent methods\texttt{Matlab}derivative free methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• A convergent variant of the Nelder--Mead algorithm
• Efficient Implementation of the Nelder-Mead Search Algorithm
• Convergence of the restricted Nelder-Mead algorithm in two dimensions
• Grid restrained Nelder-Mead algorithm

Cited in

(4)

• Modified and restarted Nelder-Mead algorithm for unconstrained optimization. II: Numerical analysis
• Convergence theorems for the Nelder-Mead method
• Less is more: simplified Nelder-Mead method for large unconstrained optimization
• Grid restrained Nelder-Mead algorithm

Describes a project that uses

Uses Software

• Matlab

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