Geometric Generalization of the Nelder-Mead Algorithm

Abstract

The Nelder-Mead Algorithm (NMA) is an almost half-century old method for numerical optimization, and it is a close relative of Particle Swarm Optimization (PSO) and Differential Evolution (DE). Geometric Particle Swarm Optimization (GPSO) and Geometric Differential Evolution (GDE) are recently introduced formal generalization of traditional PSO and DE that apply naturally to both continuous and combinatorial spaces. In this paper, we generalize NMA to combinatorial search spaces by naturally extending its geometric interpretation to these spaces, analogously as what was done for the traditional PSO and DE algorithms, obtaining the Geometric Nelder-Mead Algorithm (GNMA).