Effect of dimensionality on the Nelder-Mead simplex method

被引：91
|
作者：
Han, LX [1 ]
Neumann, M
机构：
[1] Univ Michigan, Dept Math, Flint, MI 48502 USA
[2] Univ Connecticut, Dept Math, Storrs, CT 06269 USA
来源：
OPTIMIZATION METHODS & SOFTWARE | 2006年 / 21卷 / 01期
基金：
美国国家科学基金会;
关键词：
Nelder-Mead method; simplex; effect of dimensionality; convergence; optimization;
D O I：
10.1080/10556780512331318290
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
The effect of dimensionality on the widely used Nelder - Mead simplex method for unconstrained optimization is investigated. It is shown that by using the quadratic function f ( x) = x(T)x, the Nelder - Mead simplex method deteriorates as the dimension increases.
引用
收藏
页码：1 / 16
页数：16
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