Enhancement of the downhill simplex method of optimization

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 4832, Issue , 2002, Pages 270-282

  Koshel, R John ^a  

^a Breault Research Organization   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; OPTICAL DESIGN; OPTICAL TRANSFER FUNCTION; OPTICAL VARIABLES CONTROL; OPTIMIZATION;

DOWNHILL SIMPLEX METHOD; FUNCTION MINIMIZATION;

GEOMETRICAL OPTICS;

EID: 0038349626     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.486465     Document Type: Conference Paper

References (8)

1. W. Spendley, G. R. Hext, and F. R. Himsworth, "Sequential application of simplex designs in optimization and evolutionary operation," Technometrics 4, 441-461 (1962).
2. J. A. Nelder and R. Mead, "A simplex method for function minimization," The Comp. Jnl 7, 308-313 (1965).
3. William H. Press, Brian P. Flannery, Saul A. Teukolsky, and William T. Vetterling, Numerical Recipes in Pascal: The Art of Scientific Computing (Cambridge University Press, Cambridge, 1989), Chap. 10.4.
4. Russell R. Barton and John S. Ivey, Jr., "Modifications of the Nelder-Mead simplex method for stochastic simulation response optimization," in Proc. of the 1991 Winter Simulation Conf., Barry L. Nelson, W. David Kelton, and Gordon M. Clark, eds., pp. 945-953 (1991).
5. Laura A. Yarbro and Stanley N. Deming, "Selection and preprocessing of factors for simplex optimization," Analytica Chimica Acta 73, 391-398 (1974).
6. J. W. Akitt, "Function minimization using the Nelder and Mead simplex method with limited arithmetic precision: the self-regenerative simplex," The Comp. Jnl 16, 84-85 (1975).
7. Giovanni P. Barabino, Giulio S. Barabino, Bruno Bianco, and Michele Marchesi, "A study on the performance of simplex methods for function minimization," in Proc. of IEEE CH1511-5 (Institute of Electrical and Electronics Engineers, New York, 1980), pp. 1150-1153.
8. Advanced Systems Analysis Program is a trademark of Breault Research Organization, Inc., 6400 East Grant Road, suite 350, Tucson, AZ 85715.