Abstract
The simplex algorithm of Nelder and Mead is extended to handle nonlinear optimization problems with constraints. To prevent the simplex from collapsing into a subspace near the constraints, a delayed reflection is introduced for those points moving into the infeasible region. Numerical experience indicates that the proposed algorithm yields good results in the presence of both inequality and equality constraints, even when the constraint region is narrow. We note that it may be possible to modify and improve the algorithm by trying out variants.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
