Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation

Abstract

A technique for empirical optimisation is presented in which a sequence of experimental designs each in the form of a regular or irregular simplex is used, each simplex having all vertices but one in common with the preceding simplex, and being completed by one new point. Reasons for the choice of design are outlined, and a formal procedure given. The performance of the technique in the presence and absence of error is studied and it is shown (a) that in the presence of error the rate of advance is inversely proportional to the error standard deviation, so that replication of observations is not beneficial, and (b) that the “efficiency” of the technique appears to increase in direct proportion to the number of factors investigated. It is also noted that, since the direction of movement from each simplex is dependent solely on the ranking of the observations, the technique may be used even in circumstances when a response cannot be quantitatively assessed. Attention is drawn to the ease with which second-o...