Search | Science Publications

Research ArticleOpen accessIn the keywordsNelder-Mead Method with Local Selection Using Neighborhood and Memory for Stochastic OptimizationNoocharin Tippayawannakorn, Juta PichitlamkenWe consider the Nelder-Mead (NM) simplex algorithm for optimization of discrete-event stochastic simulation models. We propose new modifications of NM to reduce computational time and to improve quality of the estimated optimal solutions. Our means include utilizing past information of already seen solutions, expanding search space to their neighborhood and using adaptive sample sizes. We compare performance of these extensions … …Journal of Computer Science, Vol. 9, Issue 4 · 10 May 2013 · 6,121 accessesView PDF Cite

1 article for “Nelder-Mead Simplex”