A simplex method using line search

A simplex method using line search

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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:
Keywords: computational analysis
Abstract:

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.

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