Effect of dimensionality on the Nelder-Mead simplex method

被引：94

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

页码：1 / 16

页数：16

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