Title :
Modifications of the ISIM Algorithm for Bound Constrained Function Minimization
Author :
Jing-hong, Xue ; Ming, Jin ; Xiao-Lin, Qiao
Author_Institution :
Inf. Technol. Inst., Harbin Inst. of Technol., Weihai
Abstract :
The improved simplex method (ISIM) based on the Nelder-Mead search (NMS) is possible to find a better search direction by combining the information of function values of the simplex. In this paper, modifications of the ISIM algorithm is described for bound constrained function minimization. Two criterions are put forward to deal with bounded problems for a simplex may flip into an unfeasible region. Simulation shows the feasibility of the modified algorithm
Keywords :
constraint theory; minimisation; ISIM algorithm; NMS strategy; Nelder-Mead search; bound constrained function minimization; improved simplex method; Convergence; Information technology; Maximum likelihood estimation; Minimization methods; Optimization methods; Parameter estimation; Radar clutter; Radar detection; Radar measurements; Search methods; ISIM; NMS; function minimization;
Conference_Titel :
Radar, 2006. CIE '06. International Conference on
Conference_Location :
Shanghai
Print_ISBN :
0-7803-9582-4
Electronic_ISBN :
0-7803-9583-2
DOI :
10.1109/ICR.2006.343242