Talk from Archives

A status report (including open questions) about the Nelder-Mead method for derivative-free optimization

21.10.2013 16:45 - 17:45

The Nelder-Mead (NM) "simplex'' algorithm is an almost 50-year-old derivative-free direct search method for nonlinear optimization.  To the surprise (and annoyance) of some optimization researchers, it remains widely used by practitioners despite extremely limited convergence theory, a counterexample, known flaws in practice, and the availability of newer direct search methods that come with mathematical guarantees.  Is the Nelder-Mead method fated to undergo an inevitable decline, or does it have a useful role to play?  This talk will present the speaker's perspective on these questions, along with comments on NM's continuing popularity and a sketch of associated puzzles.

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Sky Lounge OMP1