Sample size selection for improved Nelder-Mead performance

John J. Tomick, Steven F. Arnold, Russell R. Barton

Research output: Contribution to journalConference article

11 Scopus citations

Abstract

The Nelder-Mead 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 behavior 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.

Original languageEnglish (US)
Pages (from-to)341-345
Number of pages5
JournalWinter Simulation Conference Proceedings
DOIs
StatePublished - 1995
EventProceedings of the 1995 Winter Simulation Conference, WSC'95 - Arlington, VA, USA
Duration: Dec 3 1995Dec 6 1995

All Science Journal Classification (ASJC) codes

  • Software
  • Modeling and Simulation
  • Safety, Risk, Reliability and Quality
  • Chemical Health and Safety
  • Applied Mathematics

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