Optimization on Microcomputers: The Nelder-Mead Simplex Algorithm

reportActive / Technical Report | Accession Number: ADA453814 | Open PDF

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.

Author(s):
Dennis, Jr, J. E. ; Woods, Daniel J.
Author Organization(s):
RICE UNIV HOUSTON TX DEPT OF COMPUTATIONAL AND APPLIED MATHEMATICS
Descriptive Note:
Technical rept.
Supplementary Note:
Sponsored in part by National Science Foundation under Grant NSF-MCS81-16779 and by the Dept. of Energy under Grant DE-AS05-82ER13016. DOI: 10.21236/ADA453814
Pagination:
0010

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release
Distribution Statement:
Approved For Public Release; Distribution Is Unlimited.

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-85-9
Contract/Grant Number(s):
DAAG29-83-K-0035, AFOSR-85-0243
Monitor Series:
ARO
 Subject Terms
Joint Capability Areas:
JCA_8_Building Partnerships
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*ALGORITHMS, *MICROCOMPUTERS, *SIMPLEX METHOD, METHODOLOGY, ITERATIONS
Field(s)/Group(s):
Numerical Mathematics, Computer Hardware
Keyword(s):
*NELDER MEAD METHOD
Report Date:
1985 Dec 01
Creation Date:
2006 Sep 27