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  1. Computational Optimization and Applications
  2. Computational Optimization and Applications : Volume 34
  3. Computational Optimization and Applications : Volume 34, Issue 3, July 2006
  4. Grid Restrained Nelder-Mead Algorithm
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Computational Optimization and Applications : Volume 67
Computational Optimization and Applications : Volume 66
Computational Optimization and Applications : Volume 65
Computational Optimization and Applications : Volume 64
Computational Optimization and Applications : Volume 63
Computational Optimization and Applications : Volume 62
Computational Optimization and Applications : Volume 61
Computational Optimization and Applications : Volume 60
Computational Optimization and Applications : Volume 59
Computational Optimization and Applications : Volume 58
Computational Optimization and Applications : Volume 57
Computational Optimization and Applications : Volume 56
Computational Optimization and Applications : Volume 55
Computational Optimization and Applications : Volume 54
Computational Optimization and Applications : Volume 53
Computational Optimization and Applications : Volume 52
Computational Optimization and Applications : Volume 51
Computational Optimization and Applications : Volume 50
Computational Optimization and Applications : Volume 49
Computational Optimization and Applications : Volume 48
Computational Optimization and Applications : Volume 47
Computational Optimization and Applications : Volume 46
Computational Optimization and Applications : Volume 45
Computational Optimization and Applications : Volume 44
Computational Optimization and Applications : Volume 43
Computational Optimization and Applications : Volume 42
Computational Optimization and Applications : Volume 41
Computational Optimization and Applications : Volume 40
Computational Optimization and Applications : Volume 39
Computational Optimization and Applications : Volume 38
Computational Optimization and Applications : Volume 37
Computational Optimization and Applications : Volume 36
Computational Optimization and Applications : Volume 35
Computational Optimization and Applications : Volume 34
Computational Optimization and Applications : Volume 34, Issue 3, July 2006
On Two Measures of Problem Instance Complexity and their Correlation with the Performance of SeDuMi on Second-Order Cone Problems
An Improved Extra-Gradient Method for Minimizing a Sum of p-norms—A Variational Inequality Approach
A Truncated Nonmonotone Gauss-Newton Method for Large-Scale Nonlinear Least-Squares Problems
Grid Restrained Nelder-Mead Algorithm
Polyhedral Analysis for Concentrator Location Problems
Convergence and Computational Analyses for Some Variable Target Value and Subgradient Deflection Methods
Computational Optimization and Applications : Volume 34, Issue 2, June 2006
Computational Optimization and Applications : Volume 34, Issue 1, May 2006
Computational Optimization and Applications : Volume 33
Computational Optimization and Applications : Volume 32
Computational Optimization and Applications : Volume 31
Computational Optimization and Applications : Volume 30
Computational Optimization and Applications : Volume 29
Computational Optimization and Applications : Volume 28
Computational Optimization and Applications : Volume 27
Computational Optimization and Applications : Volume 26
Computational Optimization and Applications : Volume 25
Computational Optimization and Applications : Volume 24
Computational Optimization and Applications : Volume 23
Computational Optimization and Applications : Volume 22
Computational Optimization and Applications : Volume 21
Computational Optimization and Applications : Volume 20
Computational Optimization and Applications : Volume 19
Computational Optimization and Applications : Volume 18
Computational Optimization and Applications : Volume 17
Computational Optimization and Applications : Volume 16
Computational Optimization and Applications : Volume 15
Computational Optimization and Applications : Volume 14
Computational Optimization and Applications : Volume 13
Computational Optimization and Applications : Volume 12
Computational Optimization and Applications : Volume 11
Computational Optimization and Applications : Volume 10
Computational Optimization and Applications : Volume 9
Computational Optimization and Applications : Volume 8
Computational Optimization and Applications : Volume 7

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Grid Restrained Nelder-Mead Algorithm

Content Provider Springer Nature Link
Author Bűrmen, Árpád Puhan, Janez Tuma, Tadej
Copyright Year 2006
Abstract Probably the most popular algorithm for unconstrained minimization for problems of moderate dimension is the Nelder-Mead algorithm published in 1965. Despite its age only limited convergence results exist. Several counterexamples can be found in the literature for which the algorithm performs badly or even fails. A convergent variant derived from the original Nelder-Mead algorithm is presented. The proposed algorithm's convergence is based on the principle of grid restrainment and therefore does not require sufficient descent as the recent convergent variant proposed by Price, Coope, and Byatt. Convergence properties of the proposed grid-restrained algorithm are analysed. Results of numerical testing are also included and compared to the results of the algorithm proposed by Price et al. The results clearly demonstrate that the proposed grid-restrained algorithm is an efficient direct search method.
Starting Page 359
Ending Page 375
Page Count 17
File Format PDF
ISSN 09266003
Journal Computational Optimization and Applications
Volume Number 34
Issue Number 3
e-ISSN 15732894
Language English
Publisher Kluwer Academic Publishers
Publisher Date 2006-03-23
Publisher Place Boston
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword unconstrained minimization Nelder-Mead algorithm direct search simplex grid Convex and Discrete Geometry Optimization Operations Research, Mathematical Programming Statistics Operations Research/Decision Theory
Content Type Text
Resource Type Article
Subject Applied Mathematics Control and Optimization Computational Mathematics
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