El método de Nelder-Mead para minimización irrestricta sin derivadas
Tipo de documento
Autores
Lista de autores
Pilotta, Elvio A.
Resumen
En este trabajo presentamos el método de Nelder-Mead, junto a algunos resultadm· teóricos recientes y ejemplos numéricos.
Fecha
2002
Tipo de fecha
Estado publicación
Términos clave
Enfoque
Idioma
Revisado por pares
Formato del archivo
Referencias
M. Bazaraa, J. Jarvis and H. Sherali (1990), Linear programming and network flows, second edition, John Wiley and sons. D. Bertsekas, (1999), Nonlinear Optimization. J. E. Dermis and V. Torczon (1991), Direct search methods on parallel machines, SIAM Journal on Optimization, Vol. 1, pp. 448-474. C. T. Kelley (1998), Detection and remediation of stagnation in the NelderMead algorithm using a sufficient decrease condition, SIAM Journal on Optimization, Vol. 10, N. 1, pag. 43-55. J.C. Lagarias, J. A. Reeds, M. H. Wright y P. E. Wright (1998), Convergence properties of the Nelder-Mead simplex method in low dimensions, SIAM Journal on Optimization, Vol. 9, pag. 112-147. Math Works, MATLAB. The Math Works, Natick, MA, 1994. K. I. M. Mckinnon (1998), Convergence of the Nelder-Mead simplex method to a nonstationary point, SIAM Journal on Optimization, Vol. 9, N. 1, pag. 148-158. A. Nelder and R. Mead (1965), A simplex method for function minimization, Computer Journal7, pp. 308-313. W. H. Press, S. A. Teukolsky, W. T. Vetterling and Flannery (1992), Numerical Recipes in Fortran, Cambridge University Press, Cambridge, UK. [K. Schittkowski (1987), More test examples for nonlinear programming codes, Lecture Notes in Economics and Mathematical Systems, 282. W. Spendley, G. R. Hext and F. R. Himsworth (1962), Sequential applications of simplex designs in optimization and evolutionary operation, Technometrics 4, pp. 441-461. V. Torczon, On the convergence of pattern search algorithms (1997), SIAM Journal on Optimization, pp. 1-25.