A concept of adaptation of the Nelder-Mead algorithm to solve optimization problems with feasible sets given by polynomial equality constraints

This contribution presents a concept of a modification of derivative-free Nelder-Mead method to be used for the solution of optimization problems with polynomial equality constraint functions leading to generally non-convex feasible sets. Although the set of constraint functions is restricted to pol...

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Bibliographic Details
Main Author: Mrovec, Martin
Format: Conference Proceeding
Language:English
Subjects:
Algorithms
Cost function
Optimization
Polynomials
Online Access:Get full text
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Summary:This contribution presents a concept of a modification of derivative-free Nelder-Mead method to be used for the solution of optimization problems with polynomial equality constraint functions leading to generally non-convex feasible sets. Although the set of constraint functions is restricted to polynomials, the cost function itself does not even have to be continuous. A brief description of the modified algorithm is presented together with an example of its usage.
ISSN:0094-243X
1551-7616
DOI:10.1063/5.0214085