2012
DOI: 10.1080/0305215x.2011.598520
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A constrained optimization algorithm based on the simplex search method

Abstract: In this article, a robust method is presented for handling constraints with the Nelder and Mead simplex search method, which is a direct search algorithm for multidimensional unconstrained optimization. The proposed method is free from the limitations of previous attempts that demand the initial simplex to be feasible or a projection of infeasible points to the nonlinear constraint boundaries. The method is tested on several benchmark problems and the results are compared with various evolutionary algorithms a… Show more

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Cited by 53 publications
(8 citation statements)
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“…In high-dimensional problems, our numerical studies show that the new implementation outperforms the standard Nelder–Mead technique. After that, a modified simplex search algorithm for handling constraints is proposed in the study of Mehta and Dasgupta (2012). Numerous evolutionary algorithms documented in the literature are outperformed by the proposed technique, as the findings show.…”
Section: Literature Reviewmentioning
confidence: 93%
“…In high-dimensional problems, our numerical studies show that the new implementation outperforms the standard Nelder–Mead technique. After that, a modified simplex search algorithm for handling constraints is proposed in the study of Mehta and Dasgupta (2012). Numerous evolutionary algorithms documented in the literature are outperformed by the proposed technique, as the findings show.…”
Section: Literature Reviewmentioning
confidence: 93%
“…Therefore, the simplex dose should be carefully selected initially. The standard level indicates that only the reflection function can be used as proposed [16] we standardize the Nelder-Mead Downhill Simplex system on a quiet test bed. The multistory strategy is used in two stages.…”
Section: Downhill Simplex Methodsmentioning
confidence: 99%
“…However, the constrained problem can be transformed into an unconstrained problem by applying coordinate transformations and penalty functions. Then, the unconstrained minimization problem is solved using the Nelder-Mead algorithm or MATLAB's built-in function fminsearch [34][35][36]. Since our optimization problem ( 4) is constrained with scalar bounds, it is sufficient to use the coordinate transformation techniques [37] detailed in Section 3.1.…”
Section: Nelder-mead Algorithm For the Optimal Completion Of Incomple...mentioning
confidence: 99%
“…A modified Nelder-Mead algorithm [35] has also been proposed for solving a general nonlinear constrained optimization problem that handles linear and nonlinear (in)equality constraints. Several benchmark problems have been examined and compared with various methods (the α constrained method with mutation [53]; the genetic algorithm [54]; and the bees algorithm [55]-to mention a few) to evaluate the performance of their algorithm.…”
Section: Nelder-mead Algorithmmentioning
confidence: 99%