Benchmarking the nelder-mead downhill simplex algorithm with many local restarts

@inproceedings{Hansen2009BenchmarkingTN,
  title={Benchmarking the nelder-mead downhill simplex algorithm with many local restarts},
  author={Nikolaus Hansen},
  booktitle={GECCO},
  year={2009}
}
We benchmark the Nelder-Mead downhill simplex method on the noisefree BBOB-2009 testbed. A multistart strategy is applied on two levels. On a local level, at least ten restarts are conducted with a small number of iterations and reshaped simplex. On the global level independent restarts are launched until $10^5 D$ function evaluations are exceeded, for dimension $D\ge20$ ten times less. For low search space dimensions the algorithm shows very good results on many functions. It solves 24, 18, 11… CONTINUE READING