Convergence of the Nelder-Mead Simplex Method to a Nonstationary Point.
K. I. M. McKinnonPublished in: SIAM J. Optim. (1998)
Keyphrases
- non stationary
- simplex method
- nelder mead
- simplex algorithm
- linear program
- convergence rate
- linear programming
- simplex search
- linear fractional
- linear programming problems
- primal dual
- column generation
- interior point methods
- convergence speed
- mixed integer
- optimal solution
- genetic algorithm
- least squares
- dynamic programming
- faster convergence
- simulated annealing
- worst case
- particle swarm optimisation
- objective function