arrow
返回

A restarted and modified simplex search for unconstrained optimization

delete2009-12-01
delete22
PRE
AI
Q
Qiu Hong Zhao
D
Dragan Urošević
N
Nenad Mladenović *
P
Pierre Hansen
DOI:10.1016/j.cor.2009.03.005delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
In this paper we propose a simple but efficient modification of the well-known Nelder-Mead (NM) simplex search method for unconstrained optimization. Instead of moving all n simplex vertices at once in the direction of the best vertex, our shrink step moves them in the same direction but one by one until an improvement is obtained. In addition, for solving non-convex problems, we simply restart the so-modified NM (MNM) method by constructing an initial simplex around the solution obtained in the previous phase. We repeat restarts until there is no improvement in the objective function value. Thus. our restarted modified NM (RMNM) is a descent and deterministic method and may be seen as an extended local search for continuous optimization. In order to improve computational complexity and efficiency, we use the heap data structure for storing and updating simplex vertices. Extensive empirical analysis shows that: our modified method outperforms in average the original version as well as some other recent successful modifications: in solving global optimization problems, it is comparable with the state-of-the-art heuristics. Crown Copyright (C) 2009 Published by Elsevier Ltd. All rights reserved.
Keyword:
Unconstrained optimization
Global optimization
Direct search methods
Nelder-Mead method
Restarted modified simplex search
Metaheuristics
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

C
Computers and Operations Research
IF:
4.3
论文数:
6.5K
被引数:
1.8W

机构

B
Beihang University
学者数:
5.2W
论文数: 4.1W
被引数: 37
U
universite de montreal
学者数:
4.6W
论文数: 3.8W
被引数: 46
B
brunel university
学者数:
5.8K
论文数: 7.1K
被引数: 9
学者 查看更多机构
引用论文

引用论文

err分享
err收藏
err分享
err收藏
err分享
err收藏
Effects of tanshinone IIA, a major component of Salvia miltiorrhiza, on platelet aggregation in healthy newborn piglets
err2011-09-01
err0
PREAI
errJiang-Qin Liu; Tze-Fun Lee; Margaret Miedzyblocki; Godfrey C.F. Chan; David L. Bigam; Po-Yin Cheung
err分享
err收藏
学者 查看更多内容