A convergent variant of the Nelder--Mead algorithm
DOI10.1023/A:1014849028575zbMATH Open1172.90508OpenAlexW2031316504MaRDI QIDQ700697FDOQ700697
Authors: D. Byatt, C. J. Price, 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
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simplexpolytopeNelder-Mead algorithmderivative free optimizationframe based methodpositive basis methods
Numerical mathematical programming methods (65K05) Optimality conditions and duality in mathematical programming (90C46) Interior-point methods (90C51) Methods of quasi-Newton type (90C53)
Cites Work
- Testing Unconstrained Optimization Software
- Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
- A Simplex Method for Function Minimization
- Theory of Positive Linear Dependence
- 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
- Frame based methods for unconstrained optimization
- Title not available (Why is that?)
- Direct Search Methods on Parallel Machines
- On the convergence of grid-based methods for unconstrained optimization
- Title not available (Why is that?)
Cited In (39)
- A real-time optimization algorithm for the fixed-stress splitting scheme
- CNM -- a convergent method of Nelder and Mead type.
- An inexact modified subgradient algorithm for nonconvex optimization
- Convergence of the restricted Nelder-Mead algorithm in two dimensions
- Modified and restarted Nelder-Mead algorithm for unconstrained optimization. I: Theoretical analysis
- Modified and restarted Nelder-Mead algorithm for unconstrained optimization. II: Numerical analysis
- A hyperbolic variant of the Nelder-Mead simplex method in low dimensions
- Survey of derivative-free optimization
- An adaptive search algorithm for numerical optimization
- A restarted and modified simplex search for unconstrained optimization
- Maximising output from oil reservoirs without water breakthrough
- A parameter estimation method based on random slow manifolds
- Gilding the lily: A variant of the Nelder-Mead algorithm based on Golden-section search
- Mesh-based Nelder-Mead algorithm for inequality constrained optimization
- Optimization over the efficient set of multi-objective convex optimal control problems
- Sprouting search—an algorithmic framework for asynchronous parallel unconstrained optimization
- Multi-direction-based Nelder-Mead method
- Grid-based methods for linearly equality constrained optimization problems
- Efficient Implementation of the Nelder-Mead Search Algorithm
- Efficient calculation of regular simplex gradients
- Effect of dimensionality on the Nelder–Mead simplex method
- Unconstrained derivative-free optimization by successive approximation
- Implementing the Nelder-Mead simplex algorithm with adaptive parameters
- Frame-based ray search algorithms in unconstrained optimization
- Calibration of parameters in dynamic energy budget models using direct-search methods
- Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
- Parameter sensitivity study of the Nelder-Mead simplex method
- A modified Nelder-Mead barrier method for constrained optimization
- Less is more: simplified Nelder-Mead method for large unconstrained optimization
- Title not available (Why is that?)
- A derivative-free algorithm for spherically constrained optimization
- A simplex-based numerical framework for simple and efficient robust design optimization
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- Improved Nelder–Mead algorithm in high dimensions with adaptive parameters based on Chebyshev spacing points
- Optimal combination of aircraft maintenance tasks by a novel simplex optimization method
- Grid restrained Nelder-Mead algorithm
- Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution
- Convergent simplex searches and the ‘gloveless DataGlove’
- Derivative-free optimization methods
Uses Software
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