DocumentCode
3367597
Title
An improved simplex method for function minimization
Author
Huang, Yuguang ; McColl, W.F.
Author_Institution
Comput. Lab., Oxford Univ., UK
Volume
3
fYear
1996
fDate
14-17 Oct 1996
Firstpage
1702
Abstract
In this paper, an improved method based on Nelder and Mead´s simplex method (1965) is described for unconstrained function minimization. The information of the function values evaluated in the previous steps is combined into the direction determination of the succeeding simplex. In this way, the new method reflects a more reasonable descendant search nature of the simplex method. The performance of this improved method over the traditional approach is compared based on the standard subroutine fmins of the MATLAB
Keywords
functional analysis; mathematics computing; minimisation; MATLAB; Nelder-Mead method; descendant search; function minimization; simplex method; Algorithms; Functional programming; Laboratories; MATLAB; Minimization methods; Reflection; Shape;
fLanguage
English
Publisher
ieee
Conference_Titel
Systems, Man, and Cybernetics, 1996., IEEE International Conference on
Conference_Location
Beijing
ISSN
1062-922X
Print_ISBN
0-7803-3280-6
Type
conf
DOI
10.1109/ICSMC.1996.565360
Filename
565360
Link To Document