A convergent variant of the Nelder--Mead algorithm
From MaRDI portal
Publication:700697
DOI10.1023/A:1014849028575zbMath1172.90508OpenAlexW2031316504MaRDI QIDQ700697
D. Byatt, Price, C. J., Ian D. Coope
Publication date: 8 October 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1014849028575
derivative free optimizationpositive basis methodspolytopesimplexNelder-Mead algorithmframe based method
Numerical mathematical programming methods (65K05) Optimality conditions and duality in mathematical programming (90C46) Methods of quasi-Newton type (90C53) Interior-point methods (90C51)
Related Items (27)
Mesh-based Nelder-Mead algorithm for inequality constrained optimization ⋮ Survey of derivative-free optimization ⋮ A restarted and modified simplex search for unconstrained optimization ⋮ Improved Nelder–Mead algorithm in high dimensions with adaptive parameters based on Chebyshev spacing points ⋮ Grid restrained Nelder-Mead algorithm ⋮ Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution ⋮ A simplex-based numerical framework for simple and efficient robust design optimization ⋮ Optimal combination of aircraft maintenance tasks by a novel simplex optimization method ⋮ Grid-based methods for linearly equality constrained optimization problems ⋮ Optimization over the efficient set of multi-objective convex optimal control problems ⋮ Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization ⋮ A hyperbolic variant of the Nelder-Mead simplex method in low dimensions ⋮ Efficient calculation of regular simplex gradients ⋮ Frame-based ray search algorithms in unconstrained optimization ⋮ Implementing the Nelder-Mead simplex algorithm with adaptive parameters ⋮ Calibration of parameters in dynamic energy budget models using direct-search methods ⋮ Unconstrained derivative-free optimization by successive approximation ⋮ A parameter estimation method based on random slow manifolds ⋮ An inexact modified subgradient algorithm for nonconvex optimization ⋮ Sprouting search—an algorithmic framework for asynchronous parallel unconstrained optimization ⋮ Effect of dimensionality on the Nelder–Mead simplex method ⋮ A derivative-free algorithm for spherically constrained optimization ⋮ A modified Nelder-Mead barrier method for constrained optimization ⋮ Maximising output from oil reservoirs without water breakthrough ⋮ Derivative-free optimization methods ⋮ Less is more: Simplified Nelder-Mead method for large unconstrained optimization ⋮ Multi-direction-based Nelder–Mead method
Uses Software
Cites Work
- On the Convergence of Grid-Based Methods for Unconstrained Optimization
- Testing Unconstrained Optimization Software
- Direct Search Methods on Parallel Machines
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
- Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition
- A Simplex Method for Function Minimization
- Theory of Positive Linear Dependence
- Frame based methods for unconstrained optimization
- Unnamed Item
- Unnamed Item
This page was built for publication: A convergent variant of the Nelder--Mead algorithm
