Accession Number:

ADA453814

Title:

Optimization on Microcomputers: The Nelder-Mead Simplex Algorithm

Descriptive Note:

Technical rept.

Corporate Author:

RICE UNIV HOUSTON TX DEPT OF COMPUTATIONAL AND APPLIED MATHEMATICS

Personal Author(s):

Report Date:

1985-12-01

Pagination or Media Count:

10.0

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.

Subject Categories:

  • Numerical Mathematics
  • Computer Hardware

Distribution Statement:

APPROVED FOR PUBLIC RELEASE