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Geometric Generalization of the Nelder-Mead Algorithm

Moraglio, Alberto, Johnson, Colin G. (2010) Geometric Generalization of the Nelder-Mead Algorithm. In: European Conference on Evolutionary Computation in Combinatorial Optimization. Lecture Notes in Computer Science . pp. 190-201. Springer ISBN 978-3-642-12138-8. E-ISBN 978-3-642-12139-5. (doi:10.1007/978-3-642-12139-5_17) (KAR id:71017)

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The Nelder-Mead Algorithm (NMA) is an almost half-century old method for numerical optimization, and it is a close relative of Particle Swarm Optimization (PSO) and Differential Evolution (DE). Geometric Particle Swarm Optimization (GPSO) and Geometric Differential Evolution (GDE) are recently introduced formal generalization of traditional PSO and DE that apply naturally to both continuous and combinatorial spaces. In this paper, we generalize NMA to combinatorial search spaces by naturally extending its geometric interpretation to these spaces, analogously as what was done for the traditional PSO and DE algorithms, obtaining the Geometric Nelder-Mead Algorithm (GNMA).

Item Type: Conference or workshop item (Proceeding)
DOI/Identification number: 10.1007/978-3-642-12139-5_17
Subjects: Q Science > QA Mathematics (inc Computing science) > QA 76 Software, computer programming,
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Computing
Depositing User: Colin Johnson
Date Deposited: 14 Dec 2018 10:10 UTC
Last Modified: 16 Nov 2021 10:25 UTC
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