LOW COST EFFICIENT REMEDIAL STRATEGY FOR STAGNATED NELDER MEAD SIMPLEX METHOD

Abstract

Nelder-Mead Simplex Algorithm was proposed in 60’s and it had been enormously popular direct search method for unconstrained minimization. Despite its popularity, there existed some counter examples on which the method failed to find optimal solutions. This paper proposed a simplex volume based novel strategy for rescuing the method from stagnations or complete failures. The developed method was implemented to solve the state of the art benchmark functions. The comparison of the obtained results witnessed the remarkable low computational cost behavior and superiority of the proposed method over a number of existing methods.