Search Results - subject:"Nelder–Mead simplex"

Development of an inventory model for two suppliers with random capacity considering supply disruption

Ahmed, Imtiaz; Sultana, Ineen; Azeem, Abdullahil - In: International journal of logistics systems and management 26 (2017) 1, pp. 57-84

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011730214

An Adaptive Population-based Simplex Method for Continuous Optimization

Clerc, Maurice; Omran, Mahamed G.H. - In: International Journal of Swarm Intelligence Research (IJSIR) 7 (2016) 4, pp. 23-51

recent optimization method, which uses the reflection and contraction steps of the Nelder-Mead Simplex method. Like LDSE, APS …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012047840

A direct search method for unconstrained quantile-based simulation optimization

Chang, Kuo-Hao - In: European journal of operational research : EJOR 246 (2015) 2, pp. 487-495

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011338123

How to Maximize the Likelihood Function for a DSGE Model

Andreasen, Martin Møller - School of Economics and Management, University of Aarhus - 2008

This paper extends two optimization routines to deal with objective functions for DSGE models. The optimization routines are i) a version of Simulated Annealing developed by Corana, Marchesi & Ridella (1987), and ii) the evolutionary algorithm CMA-ES developed by Hansen, Müller & Koumoutsakos...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005440050

Hybridizing local search algorithms for global optimization

Ahandani, Morteza; Vakil-Baghmisheh, Mohammad-Taghi; … - In: Computational Optimization and Applications 59 (2014) 3, pp. 725-748

the global optimum. The focus of this research is on some simple and efficient hybrid algorithms by combining the Nelder–Mead … simplex (NM) variants and the bidirectional random optimization (BRO) methods for optimization of continuous functions. The NM …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011151821

Stochastic Nelder–Mead simplex method – A new globally convergent direct search method for simulation optimization

Chang, Kuo-Hao - In: European Journal of Operational Research 220 (2012) 3, pp. 684-694

Nelder–Mead simplex method (NM), originally developed in deterministic optimization, is an efficient direct search … Nelder–Mead simplex method (SNM), that employs an effective sample size scheme and a specially-designed global and local …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010597715

How to Maximize the Likelihood Function for a DSGE Model

Andreasen, Martin - In: Computational Economics 35 (2010) 2, pp. 127-154

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008480609