Title :
Sample size selection for improved Nelder-Mead performance
Author :
Tomick, John J. ; Arnold, Steven F. ; Barton, Russell R.
Author_Institution :
Dept. of Math. Sci., US Air Force Acad., Colorado Springs, CO, USA
Abstract :
The Nelder-Mead (1965) 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 behaviour 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
Keywords :
design of experiments; discrete event simulation; optimisation; probability; Nelder-Mead simplex algorithm; experimental design points; improved performance; inappropriate termination; nonoptimal points; probabilistic characterization; replications; rescaling operations; sample size selection; sequential optimization; simulation response functions; solution quality; Computational modeling; Design optimization; Discrete event simulation; Manufacturing industries; Optimization methods; Reflection; Springs; Statistics; Stochastic processes; System performance;
Conference_Titel :
Simulation Conference Proceedings, 1995. Winter
Conference_Location :
Arlington, VA
Print_ISBN :
0-78033018-8
DOI :
10.1109/WSC.1995.478754
