Multi-direction-based Nelder-Mead method

DOI10.1080/02331934.2012.698619MaRDI QIDQ5495571zbMATH OpenOpenAlexFDO

Authors Hongfeng Xiao, Jian Duan

Publication date 5 August 2014

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2012.698619

zbMATH Keywords

Nelder-Mead methodrandom searchlarge-scale global optimizationmulti-direction search

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Approximation methods and heuristics in mathematical programming (90C59) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• The Nelder-Mead simplex algorithm with perturbed centroid for high-dimensional function optimization
• A modified simplex method
• Less is more: simplified Nelder-Mead method for large unconstrained optimization
• Modified and restarted Nelder-Mead algorithm for unconstrained optimization. I: Theoretical analysis
• A restarted and modified simplex search for unconstrained optimization

Cites work

• A Simplex Method for Function Minimization
• A convergent variant of the Nelder--Mead algorithm
• A parallel implementation of the simplex function minimization routine
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
• Effect of dimensionality on the Nelder–Mead simplex method
• Gilding the lily: A variant of the Nelder-Mead algorithm based on Golden-section search
• Grid restrained Nelder-Mead algorithm

Cited in

(3)

• Improvement of the Nelder-Mead method using direct inversion in iterative subspace
• The Nelder-Mead simplex algorithm with perturbed centroid for high-dimensional function optimization
• scientific article; zbMATH DE number 6902709 (Why is no real title available?)

This page was built for publication: Multi-direction-based Nelder-Mead method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5495571)