论文信息 - Sample size selection for improved Nelder-Mead performance

Sample size selection for improved Nelder-Mead performance

The Nelder-Mead (1965) simplex algorithm has been used for sequential optimization of simulation response functions. The rescaling operations of this algorithm can lead to inappropriate termination at non-optimal points. We have used the probabilistic characterization of this behaviour to develop special rules for determining the number of replications to take for each experimental design point. Computational experiments indicate that the quality of the solution is often improved.

S. Arnold | R. Barton | J. Tomick

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