[PDF][PDF] Complexity analysis of Nelder-Mead search iterations
Proceedings of the 1. Conference on Applied Mathematics and …, 1999•math.pmf.unizg.hr
We investigate potential computational bottlenecks in the Nelder–Mead search (NMS)
algorithm. Many implementations of the algorithm exist, differing mainly in the selection of
convergence or termination criteria and some minor computational details. Therefore, a fairly
general complexity analysis of a single NMS iteration step is presented, which leads to a
simple efficiency measure. Efficiency analysis of the most common NMS implementations
clearly identifies a computational bottleneck in domain convergence criterion. This seriously …
algorithm. Many implementations of the algorithm exist, differing mainly in the selection of
convergence or termination criteria and some minor computational details. Therefore, a fairly
general complexity analysis of a single NMS iteration step is presented, which leads to a
simple efficiency measure. Efficiency analysis of the most common NMS implementations
clearly identifies a computational bottleneck in domain convergence criterion. This seriously …
Abstract
We investigate potential computational bottlenecks in the Nelder–Mead search (NMS) algorithm. Many implementations of the algorithm exist, differing mainly in the selection of convergence or termination criteria and some minor computational details. Therefore, a fairly general complexity analysis of a single NMS iteration step is presented, which leads to a simple efficiency measure. Efficiency analysis of the most common NMS implementations clearly identifies a computational bottleneck in domain convergence criterion. This seriously affects the performance of the method, at least for discontinuous functions.
AMS subject classification: 65K10, 65Y20, 90C56
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