Grid restrained Nelder-Mead algorithm

DOI10.1007/S10589-005-3912-ZMaRDI QIDQ853559zbMATH OpenOpenAlexFDO

Authors Árpád Bűrmen, Janez Puhan, Tadej Tuma

Publication date 17 November 2006

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-005-3912-z

zbMATH Keywords

gridsimplexdirect searchunconstrained minimizationNelder-Mead algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• A convergent variant of the Nelder--Mead algorithm
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Convergence of the restricted Nelder-Mead algorithm in two dimensions
• Efficient Implementation of the Nelder-Mead Search Algorithm
• CNM -- a convergent method of Nelder and Mead type.

Cites work

• scientific article; zbMATH DE number 3889289 (Why is no real title available?)
• scientific article; zbMATH DE number 879773 (Why is no real title available?)
• A Simplex Method for Function Minimization
• A convergent variant of the Nelder--Mead algorithm
• 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
• Direct search methods: Then and now
• Fortified-Descent Simplicial Search Method: A General Approach
• Frame based methods for unconstrained optimization
• On the Convergence of Pattern Search Algorithms
• On the convergence of grid-based methods for unconstrained optimization
• Testing Unconstrained Optimization Software
• Theory of Positive Linear Dependence

Cited in

(16)

• Mesh-based Nelder-Mead algorithm for inequality constrained optimization
• Black-Box Optimization: Methods and Applications
• Derivative-free optimization methods
• Increasing the efficiency of selected grid search procedures through the introduction of a best step mechanism
• Mesh adaptive direct search with second directional derivative-based Hessian update
• CNM -- a convergent method of Nelder and Mead type.
• Multi-direction-based Nelder-Mead method
• A simplex-based numerical framework for simple and efficient robust design optimization
• Improved Nelder–Mead algorithm in high dimensions with adaptive parameters based on Chebyshev spacing points
• Conjugate grids for unconstrained optimisation
• Convergence of the restricted Nelder-Mead algorithm in two dimensions
• A convergent variant of the Nelder--Mead algorithm
• A restarted and modified simplex search for unconstrained optimization
• Unconstrained derivative-free optimization by successive approximation
• Mesh adaptive direct search with simplicial Hessian update
• CARTopt: a random search method for nonsmooth unconstrained optimization

Describes a project that uses

Uses Software

• minpack
• fminsearch

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