Robust simplex algorithm for online optimization
A new optimization algorithm is introduced for online optimization applications. The algorithm was modified from the popular Nelder-Mead simplex method to make it noise aware and noise resistant. Simulation with an analytic function is used to demonstrate its performance. The algorithm has been succ...
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| Format: | Article |
| Language: | English |
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American Physical Society
2018-10-01
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| Series: | Physical Review Accelerators and Beams |
| Online Access: | http://doi.org/10.1103/PhysRevAccelBeams.21.104601 |