Effect of dimensionality on the Nelder–Mead simplex method

DOI10.1080/10556780512331318290zbMath1181.90290OpenAlexW2016387335MaRDI QIDQ3377969

Lixing Han, Michael Neumann

Publication date: 29 March 2006

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780512331318290

zbMATH Keywords

optimizationconvergencesimplexeffect of dimensionalityNelder--Mead method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (13)

Finding local optima of high-dimensional functions using direct search methods ⋮ Improved Nelder–Mead algorithm in high dimensions with adaptive parameters based on Chebyshev spacing points ⋮ Improvement of the Nelder-Mead method using direct inversion in iterative subspace ⋮ A simplex-based numerical framework for simple and efficient robust design optimization ⋮ Optimal combination of aircraft maintenance tasks by a novel simplex optimization method ⋮ Convergence of the Nelder-Mead method ⋮ A hyperbolic variant of the Nelder-Mead simplex method in low dimensions ⋮ Augmented ant colony algorithm for virtual drug discovery ⋮ Implementing the Nelder-Mead simplex algorithm with adaptive parameters ⋮ Dynamic algorithm selection for Pareto optimal set approximation ⋮ Proper initialization is crucial for the Nelder-Mead simplex search ⋮ The Nelder-Mead simplex algorithm with perturbed centroid for high-dimensional function optimization ⋮ Multi-direction-based Nelder–Mead method

Uses Software

• subplex
• KELLEY

Cites Work

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• A convergent variant of the Nelder--Mead algorithm
• On the roots of certain polynomials arising from the analysis of the Nelder-Mead simplex method
• How bad are the BFGS and DFP methods when the objective function is quadratic?
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
• Nelder-Mead Simplex Modifications for Simulation Optimization
• Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition
• Fortified-Descent Simplicial Search Method: A General Approach
• Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation

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