DC FieldValueLanguage
dc.contributor.authorZhao, Qiu Hongen
dc.contributor.authorUrošević, Draganen
dc.contributor.authorMladenović, Nenaden
dc.contributor.authorHansen, Pierreen
dc.date.accessioned2020-05-01T20:13:56Z-
dc.date.available2020-05-01T20:13:56Z-
dc.date.issued2009-12-01en
dc.identifier.issn0305-0548en
dc.description.abstractIn this paper we propose a simple but efficient modification of the well-known Nelder-Mead (NM) simplex search method for unconstrained optimization. Instead of moving all n simplex vertices at once in the direction of the best vertex, our "shrink" step moves them in the same direction but one by one until an improvement is obtained. In addition, for solving non-convex problems, we simply restart the so-modified NM (MNM) method by constructing an initial simplex around the solution obtained in the previous phase. We repeat restarts until there is no improvement in the objective function value. Thus, our restarted modified NM (RMNM) is a descent and deterministic method and may be seen as an extended local search for continuous optimization. In order to improve computational complexity and efficiency, we use the heap data structure for storing and updating simplex vertices. Extensive empirical analysis shows that: our modified method outperforms in average the original version as well as some other recent successful modifications; in solving global optimization problems, it is comparable with the state-of-the-art heuristics.en
dc.publisherElsevier-
dc.relationNational Natural Science Foundation of China (under Project nos. 70771001 and 70821061)-
dc.relationNew Century Excellent Talents in University of China under Project no. NCET-07-0049-
dc.relationSerbian Ministry of Science, Project no. 144007-
dc.relation.ispartofComputers and Operations Researchen
dc.subjectDirect search methods | Global optimization | Metaheuristics | Nelder-Mead method | Restarted modified simplex search | Unconstrained optimizationen
dc.titleA restarted and modified simplex search for unconstrained optimizationen
dc.typeArticleen
dc.identifier.doi10.1016/j.cor.2009.03.005en
dc.identifier.scopus2-s2.0-67349213602en
dc.contributor.affiliationMathematical Institute of the Serbian Academy of Sciences and Arts-
dc.relation.firstpage3263en
dc.relation.lastpage3271en
dc.relation.issue12en
dc.relation.volume36en
dc.description.rankM21a-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairetypeArticle-
item.cerifentitytypePublications-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
crisitem.author.orcid0000-0002-8635-4330-
crisitem.author.orcid0000-0001-6655-0409-
Show simple item record

SCOPUSTM   
Citations

25
checked on Jan 20, 2022

Page view(s)

13
checked on Jan 20, 2022

Google ScholarTM

Check

Altmetric

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.