Optimization on Microcomputers: The Nelder-Mead Simplex Algorithm

Abstract

In this paper we describe the Nelder-Mead simplex method for obtaining the minimizer of a function. The Nelder-Mead algorithm has several properties that make it a natural choice for implementation and utilization on microcomputers. Stopping criteria for the method are presented as well as a brief discussion of the convergence properties of the method. An algorithmic statement of the method is included as an appendix.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1985
Accession Number
ADA453814

Entities

People

  • Daniel J. Woods
  • J. E. Dennis Jr.

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Applied Mathematics
  • Evolutionary Algorithms
  • Heuristic Methods
  • Information Operations
  • Mathematics
  • Optimization
  • Personal Computers
  • Simplex Method

Readers

  • Operations Research