Improving the Efficiency of Stochastic Nelder-Mead Simplex Method For Simulation Optimization
碩士 === 國立清華大學 === 工業工程與工程管理學系 === 103 === Stochastic Nelder-Mead simplex method (SNM) is a direct search algorithm in simulation optimization, which can deal with some problems which are unsmooth or whose gradient does not exist. Comparing with the Nelder-Mead simplex algorithm (NM), SNM used an eff...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22286602355238503339 |