Less is more: Simplified Nelder-Mead method for large unconstrained optimization
Nelder-Mead method (NM) for solving continuous non-linear optimization problem is probably the most cited and the most used method in the optimization literature and in practical applications, too. It belongs to the direct search methods, those which do not use the first and the second order derivat...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
University of Belgrade
2018-01-01
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Series: | Yugoslav Journal of Operations Research |
Subjects: | |
Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2018/0354-02431800014G.pdf |