Applying Nelder Mead’s Optimization Algorithm for Multiple Global Minima

Stefan Stefanescu

Journal for Economic Forecasting, 2007, vol. 4, issue 4, 97-103

Abstract: The iterative deterministic optimization method could not more find multiple global minima of a given objective function ( [6] ). Generally, the probabilistic optimization algorithms have not this restrictive behaviour, to determine only a single global minimum point. In this context we’ll prove experimentally that Nelder-Mead’s heuristic procedure can detect successfully multiple global extremal points.

Keywords: global optimization; Nelder-Mead algorithm; multiple minima (search for similar items in EconPapers)
JEL-codes: C02 C61 (search for similar items in EconPapers)
Date: 2007
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