A hyperbolic variant of the Nelder–Mead simplex method in low dimensions

Levente Lócsi

doi:10.2478/ausm-2014-0012

Abstract

The Nelder-Mead simplex method is a widespread applied numerical optimization method with a vast number of practical applications, but very few mathematically proven convergence properties. The original formulation of the algorithm is stated in Rⁿ using terms of Euclidean geometry. In this paper we introduce the idea of a hyperbolic variant of this algorithm using the Poincaré disk model of the Bolyai- Lobachevsky geometry. We present a few basic properties of this method and we also give a Matlab implementation in 2 and 3 dimensions

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A hyperbolic variant of the Nelder–Mead simplex method in low dimensions

Abstract

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