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Effect of dimensionality on the Nelder–Mead simplex method

✍ Scribed by Han, Lixing; Neumann, Michael

Book ID
120360369
Publisher
Taylor and Francis Group
Year
2006
Tongue
English
Weight
225 KB
Volume
21
Category
Article
ISSN
1055-6788

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✍ Lagarias, Jeffrey C.; Reeds, James A.; Wright, Margaret H.; Wright, Paul E. 📂 Article 📅 1998 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 554 KB

The Nelder-Mead simplex algorithm, first published in 1965, is an enormously popular direct search method for multidimensional unconstrained minimization. Despite its widespread use, essentially no theoretical results have been proved explicitly for the Nelder-Mead algorithm. This paper presents con