Sample size selection for improved Nelder-Mead performance

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

doi:10.1145/224401.224630

Sample size selection for improved Nelder-Mead performance

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

Research output: Contribution to journal › Conference article › peer-review

19 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 language	English (US)
Pages (from-to)	341-345
Number of pages	5
Journal	Winter Simulation Conference Proceedings
DOIs	https://doi.org/10.1145/224401.224630
State	Published - 1995
Event	Proceedings of the 1995 Winter Simulation Conference, WSC'95 - Arlington, VA, USA Duration: Dec 3 1995 → Dec 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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10.1145/224401.224630

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title = "Sample size selection for improved Nelder-Mead performance",

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.",

author = "Tomick, {John J.} and Arnold, {Steven F.} and Barton, {Russell R.}",

year = "1995",

doi = "10.1145/224401.224630",

language = "English (US)",

pages = "341--345",

journal = "Winter Simulation Conference Proceedings",

issn = "0275-0708",

note = "Proceedings of the 1995 Winter Simulation Conference, WSC'95 ; Conference date: 03-12-1995 Through 06-12-1995",

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T1 - Sample size selection for improved Nelder-Mead performance

AU - Tomick, John J.

AU - Arnold, Steven F.

AU - Barton, Russell R.

PY - 1995

Y1 - 1995

N2 - 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.

AB - 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.

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U2 - 10.1145/224401.224630

DO - 10.1145/224401.224630

M3 - Conference article

AN - SCOPUS:0029482675

SN - 0275-0708

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JO - Winter Simulation Conference Proceedings

JF - Winter Simulation Conference Proceedings

T2 - Proceedings of the 1995 Winter Simulation Conference, WSC'95

Y2 - 3 December 1995 through 6 December 1995

ER -

Sample size selection for improved Nelder-Mead performance

Abstract

All Science Journal Classification (ASJC) codes

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