Implementing the Nelder-Mead simplex algorithm with adaptive parameters

Author:

Gao Fuchang,Han Lixing

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference21 articles.

1. Andrei, N.: Convex functions. Adv. Model. Optim. 9(2), 257–267 (2007)

2. Byatt, D.: Convergent variants of the Nelder-Mead algorithm. Master’s Thesis, University of Canterbury, Christchurch, New Zealand (2000)

3. Byrd, R., Nocedal, J., Zhu, C.: Towards a discrete Newton method with memory for large-scale optimization. In: Di Pillo, G., Giannessi, F. (eds.) Nonlinear Optimization and Applications. Plenum, New York (1996)

4. Dennis, J.E. Jr., Torczon, V.: Direct search methods on parallel machines. SIAM J. Optim. 1, 448–474 (1991)

5. Dennis, J.E. Jr., Woods, D.J.: Optimization on microcomputers: The Nelder-Mead simplex algorithm. In: Wouk, A. (ed.) New Computing Environments: Microcomputers in Large-Scale Scientific Computing. SIAM, Philadelphia (1987)

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