Article ID: | iaor19941947 |
Country: | Singapore |
Volume: | 8 |
Issue: | 1 |
Start Page Number: | 26 |
End Page Number: | 35 |
Publication Date: | May 1991 |
Journal: | Asia-Pacific Journal of Operational Research |
Authors: | Shi Hai-Lin |
Keywords: | computational analysis |
The paper presents an analysis of the simplex method. A simplex formed by Spendley is regular. But in a modification, Nelder and Mead have changed the regular simplexes into irregular ones. In this paper, an improvement using line search is made to the Nelder-Mead method, and the convergence of the improvement method is discussed. Finally, a comparison of the three algorithms is given in the convergence rate by two examples.