Grid restrained Nelder-Mead algorithm

DOI10.1007/s10589-005-3912-zzbMath1152.90658OpenAlexW2015415797MaRDI QIDQ853559

Janez Puhan, Tadej Tuma, Árpád Bűrmen

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

unconstrained minimizationsimplexgriddirect searchNelder-Mead algorithm

Mathematics Subject Classification ID

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

Related Items

Mesh-based Nelder-Mead algorithm for inequality constrained 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 ⋮ A simplex-based numerical framework for simple and efficient robust design optimization ⋮ CARTopt: a random search method for nonsmooth unconstrained optimization ⋮ Mesh adaptive direct search with second directional derivative-based Hessian update ⋮ Black-Box Optimization: Methods and Applications ⋮ Unconstrained derivative-free optimization by successive approximation ⋮ Mesh adaptive direct search with simplicial Hessian update ⋮ Derivative-free optimization methods ⋮ Multi-direction-based Nelder–Mead method

Uses Software

• minpack
• fminsearch

Cites Work

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• A convergent variant of the Nelder--Mead algorithm
• Direct search methods: Then and now
• On the Convergence of Grid-Based Methods for Unconstrained Optimization
• On the Convergence of Pattern Search Algorithms
• Testing Unconstrained Optimization Software
• 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
• Fortified-Descent Simplicial Search Method: A General Approach
• A Simplex Method for Function Minimization
• Theory of Positive Linear Dependence
• Frame based methods for unconstrained optimization