Naslov
Efficient Termination Test for the Nelder-Mead Search Algorithm

Autori
Singer, Saša ; Singer, Sanja

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
ICNAAM (International Conference on Numerical Analysis and Applied Mathematics 2004) / Simos, T. E. ; Tsitouras, Ch. - Weinheim : Wiley-VCH, 2004, 348-351

Skup
International Conference on Numerical Analysis and Applied Mathematics 2004

Mjesto i datum
Halkida, Grčka, 10.09.2004. - 14.09.2004

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Nelder-Mead search algorithm; efficient implementation

Sažetak
Nelder--Mead or simplex search algorithm is one of the best known algorithms for unconstrained optimization of non--smooth functions. A fairly simple efficiency analysis of each iteration step reveals a potential computational bottleneck in the domain convergence test. To be efficient, such a test has to be sublinear in the number of vertices of the working simplex. We have tested some of the most common implementations of the Nelder--Mead algorithm, and none of them is efficient in this sense. Therefore, we propose a simple and efficient domain convergence test and discuss some of its properties. This test is based on tracking the volume of the working simplex throughout the iterations.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA