The Nelder-Mead Algorithm in Two Dimensions

http://people.duke.edu/~hpgavin/cee201/Nelder-Mead-2D.pdf




Steps for one iteration of the Nelder-Mead Algorithm


1. Sort the vertices such that f(u) < f(v) < f(w). Point u is the best point, point v is the  next-to-worst point, and point w is the worst point.


2. Reflect the worst point, w, through the centroid of the remaining points (u and v) to obtain  the reflected point, r, and evaluate f(r).


If the cost at the reflected point, f(r), is between the best and next-to-worst cost (f(u) <f(r) < f(v)) then replace the worst point, w, with the reflected point, r, and go to step 5


3. If the cost at the reflected point, f(r), is better than f(u) (f(r) < f(u)) then extend the  reflected point, r, further past the average of u and v, to point e, and evaluate f(e).


(a) If the cost at the extended point, f(e), is better than the reflected point cost, f(r), then  replace the worst point, w, with the extended point, e, and go to step 5.


(b) Otherwise replace the worst point, w with the reflected point, r, and go to step 5.


4. If the inequalities of steps 2 and 3 are not satisfied, then it is certain that the reflected point, r, is worse than the next-to-worst point, v, (f(r) > f(v)) and, a smaller value of f might be  found between points w and r. So try to contract the worst point, w, to a point c between  w and r, and evaluate f(w). The best distance along the line from w to r can be hard to  

determine, and, in general, it is not worth trying too hard to find this minimum. Typicalvalues of c are one-quarter and three-quarters of the way from w to r. These are called insideand outside contraction points, ci and co.

    


  • 0
    点赞
  • 0
    收藏
    觉得还不错? 一键收藏
  • 0
    评论

“相关推荐”对你有帮助么?

  • 非常没帮助
  • 没帮助
  • 一般
  • 有帮助
  • 非常有帮助
提交
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值