• Admin
    UC Research Repository
    View Item 
       
    • UC Home
    • Library
    • UC Research Repository
    • College of Engineering
    • Engineering: Reports
    • View Item
       
    • UC Home
    • Library
    • UC Research Repository
    • College of Engineering
    • Engineering: Reports
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Browse

    All of the RepositoryCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

    Statistics

    View Usage Statistics

    A convergent variant of the Nelder-Mead algorithm

    Thumbnail
    View/Open
    price_coope_byatt_UCDMS2001-7_report.pdf (656.6Kb)
    Author
    Price, Christopher John
    Byatt, David
    Coope, Ian D.
    Date
    2001
    Permanent Link
    http://hdl.handle.net/10092/11716

    The Nelder-Mead algorithm (1965) for unconstrained optimization has been used extensively to solve parameter estimation (and other) problems. Despite its age it is still the method of choice for many practitioners in the fields of statistics, engineering, and the physical and medical sciences because it is easy to code and very easy to use. It belongs to a class of methods which do not require derivatives and which are often claimed to be robust for problems with discontinuities or where the function values are noisy. Recently (1998) it has been shown that the method can fail to converge or converge to non-solutions on certain classes of problems. Only very limited convergence results exist for a restricted class of problems in one or two dimensions. In this paper, a provably convergent variant of the Nelder-Mead simplex method is presented and analysed. Numerical results are included to show that the modified algorithm is effective in practice.

    Subjects
    derivative free optimization
     
    positive basis methods
     
    simplex
     
    polytope
     
    frame based methods
     
    Field of Research::01 - Mathematical Sciences
    Collections
    • Engineering: Reports [695]
    Rights
    https://canterbury.libguides.com/rights/theses

    UC Research Repository
    University Library
    University of Canterbury
    Private Bag 4800
    Christchurch 8140

    Phone
    364 2987 ext 8718

    Email
    ucresearchrepository@canterbury.ac.nz

    Follow us
    FacebookTwitterYoutube

    © University of Canterbury Library
    Send Feedback | Contact Us