• Title/Summary/Keyword: Nelder-Mead Algorithm

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Numerical Experiment for the Properties of Nelder-Mead Simplex Algorithm Convergence (Nelder-Mead 심플렉스 알고리듬의 수렴에 관한 수치실험)

  • Hyun, Chang-Hun;Lee, Byeong-Ki
    • Journal of Industrial Technology
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    • v.22 no.B
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    • pp.35-44
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    • 2002
  • To find the optimal solution as rapidly and exactly as possible with Nelder-Mead simplex algorithm, the present values of the reflection, expansion, contraction and/or shrink parameters of this algorithm are needed to be changed at appropriate time during the search process. The reflection parameter is selected in this study in order to be changed because reflection, expansion and contraction process can be simultaneously effected by only this parameter. Two independent indices for determining whether the present value of the reflection parameter of this algorithm should be changed or not during the search process are suggested in this study. Those indices were made of the equations of Nelder-Mead simplex algorithm's convergence criterion and Dennis-Wood's convergence criterion, respectively. It is appeared that the optimal solution can be find with smaller numbers of objective function evaluation than the original Nelder-Mead's one with fixed parameter when the those indices are used during the search process. and the more remarkable reduction effect of the number of an objective function evaluation can be obtained when the latter index is used.

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Comparative Experiment of FMINS with Nelder-Mead and Dennis-Woods Method (Nelder-Mead, Dennis-Woods Method와 MATLAB의 FMINS의 비교실험)

  • Choe, Yeong-Il;Hyun, Chang-Hun
    • Journal of Industrial Technology
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    • v.19
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    • pp.361-368
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    • 1999
  • The Nelder-Mead simplex algorithm has become on of the most widely used methods for nonlinear unconstrained optimization, since 1965. Recently, this algorithm has been reevaluated and many papers on this algorithm are being published. The MATLAB computer software, highly renown in engineering, also provides the Nelder-Mead algorithm and the Denis-Woods modification with FMINS function. The authors made C++ code of these algorithms and compared with FMINS on the convergence behavior and the exactness of solutions. It shows that MATLAB's FMINS is inferior to author's C++ code. So, FMINS should be corrected for every user.

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Parameter Estimation of NSRPM using a Nelder-Mead Method (Nelder-Mead 기법을 이용한 NSRPM의 매개변수 추청 연구)

  • Cho, Hyun-Gon;Kim, Gwang-Seob;Yi, Jae-Eung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.710-710
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    • 2012
  • 구형펄스모형(Rectangular Pulse Model)에서 반영하지 못하는 강우의 군집특성을 잘 반영하는 NSRPM(Neyman-Scott Rectangular Pulse Model) 강우생성 모형은 수자원 분야에 널리 쓰이고 있다. 일반적으로 NSRPM의 5개의 매개변수를 추정하는 최적화기법으로 DFP(Davidon-Fletcher-Powell)과 유전자알고리즘(Genetic Algorithm)을 사용하고 있다. 그러나 DFP는 주어진 초기 값에 따라 민감하며 각 반복 단계마다 헤시안행렬(Hessian Matrix)을 계산하여야 하며 추정된 전체의 해가 국지해에 수렴 할 수 있는 단점이 있다. 유전자 알고리즘을 DFP와 다르게 헤시안 행렬을 사용하지 않고 최적화를 할 수 있다는 장점이 있으나 시간이 오래 걸리는 단점이 있다. 이에 본 연구에서는 이러한 단점을 보완, 강화 하기위해서 최적화 기법으로 반복 단계마다 미분계산이 필요하지 않고 빠른 속도로 계산이 가능한 Nelder-Mead 알고리즘 이용하여 NSRPM매개변수를 추정하고 정확도를 비교하였다. 표 1은 각 기법을 이용하여 추정된 매개변수를 이용하여 생성한 강우의 통계특성과 관측된 통계특성의 상대오차를 나타낸 것이다. 괄호 안 숫자는 중첩되지 않는 누적시간을 나타낸다. 상대오차는 다음과 같다(식 1). 분석결과 Nelder-Mead 기법이 1시간의 평균, 공분산과 6시간 분산 등 전체적으로 GA, DFP보다 높은 정확도를 보였다.

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Analysis of the applicability of parameter estimation methods for a stochastic rainfall generation model (강우모의모형의 모수 추정 최적화 기법의 적합성 분석)

  • Cho, Hyungon;Lee, Kyeong Eun;Kim, Gwangseob
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1447-1456
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    • 2017
  • Accurate inference of parameters of a stochastic rainfall generation model is essential to improve the applicability of the rainfall generation model which modeled the rainfall process and the structure of rainfall events. In this study, the model parameters of a stochastic rainfall generation model, NSRPM (Neyman-Scott rectangular pulse model), were estimated using DFP (Davidon-Fletcher-Powell), GA (genetic algorithm), Nelder-Mead, and DE (differential evolution) methods. Summer season hourly rainfall data of 20 rainfall observation sites within the Nakdong river basin from 1973 to 2017 were used to estimate parameters and the regional applicability of inference methods were analyzed. Overall results demonstrated that DE and Nelder-Mead methods generate better results than that of DFP and GA methods.

Analysis of the Applicability of Parameter Estimation Methods for a Stochastic Rainfall Model (추계학적 강우모형 매개변수 추정기법의 적합성 분석)

  • Cho, HyunGon;Kim, GwangSeob;Yi, JaeEung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.4
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    • pp.1105-1116
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    • 2014
  • A stochastic rainfall model, NSRPM (Neyman-Scott Rectangular Pulse Model), is able to reflect the cluster characteristics of rainfall events which is unable in the RPM (Rectangular Pulse Model). Therefore NSRPM has advantage in the hydrological applications. The NSRPM consists of five model parameters and the parameters are estimated using optimization techniques such as DFP (Davidon-Fletcher-Powell) method and genetic algorithm. However the DFP method is very sensitive in initial values and is easily converge to local minimum. Also genetic algorithm has disadvantage of long computation time. Nelder-Mead method has several advantages of short computation time and no need of a proper initial value. In this study, the applicability of parameter estimation methods was evaluated using rainfall data of 59 national rainfall networks from 1973-2011. Overall results demonstrated that accuracy in parameter estimation is in the order of Nelder-Mead method, genetic algorithm, and DFP method.

A hybrid self-adaptive Firefly-Nelder-Mead algorithm for structural damage detection

  • Pan, Chu-Dong;Yu, Ling;Chen, Ze-Peng;Luo, Wen-Feng;Liu, Huan-Lin
    • Smart Structures and Systems
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    • v.17 no.6
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    • pp.957-980
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    • 2016
  • Structural damage detection (SDD) is a challenging task in the field of structural health monitoring (SHM). As an exploring attempt to the SDD problem, a hybrid self-adaptive Firefly-Nelder-Mead (SA-FNM) algorithm is proposed for the SDD problem in this study. First of all, the basic principle of firefly algorithm (FA) is introduced. The Nelder-Mead (NM) algorithm is incorporated into FA for improving the local searching ability. A new strategy for exchanging the information in the firefly group is introduced into the SA-FNM for reducing the computation cost. A random walk strategy for the best firefly and a self-adaptive control strategy of three key parameters, such as light absorption, randomization parameter and critical distance, are proposed for preferably balancing the exploitation and exploration ability of the SA-FNM. The computing performance of the SA-FNM is evaluated and compared with the basic FA by three benchmark functions. Secondly, the SDD problem is mathematically converted into a constrained optimization problem, which is then hopefully solved by the SA-FNM algorithm. A multi-step method is proposed for finding the minimum fitness with a big probability. In order to assess the accuracy and the feasibility of the proposed method, a two-storey rigid frame structure without considering the finite element model (FEM) error and a steel beam with considering the model error are taken examples for numerical simulations. Finally, a series of experimental studies on damage detection of a steel beam with four damage patterns are performed in laboratory. The illustrated results show that the proposed method can accurately identify the structural damage. Some valuable conclusions are made and related issues are discussed as well.

Parameter Identifications of Roll Maneuvering Coefficients Based on Sea Trial Data (해상 실측 자료를 이용한 횡동요 조종 계수 식별)

  • C.K. Kim
    • Journal of the Society of Naval Architects of Korea
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    • v.35 no.2
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    • pp.29-37
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    • 1998
  • Linear equations of motion for submersibles are one of the rest important design parameters, which are used as a governing equation for the shape design and the controller design. But, the estimated maneuvering coefficients in equations of motion by using empirical formulae, theoretical calculations or model tests might have some errors. Therefore the maneuvering coefficients should be verified from sea trial test. In this study, parallel extended Kalman filter method, Nelder & Mead Simplex method and genetic algorithm were applied to the parameter identification of roll maneuvering coefficients based on sea trial data. As a result, it was verified that Nelder & Mead Simplex method gave the most satisfactory results for the mathmatical models and the sea trial data used in this study.

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Design optimization of spot welded structures to attain maximum strength

  • Ertas, Ahmet H.
    • Steel and Composite Structures
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    • v.19 no.4
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    • pp.995-1009
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    • 2015
  • This study presents design optimization of spot welded structures to attain maximum strength by using the Nelder-Mead (Simplex) method. It is the main idea of the algorithm that the simulation run is executed several times to satisfy predefined convergence criteria and every run uses the starting points of the previous configurations. The material and size of the sheet plates are the pre-assigned parameters which do not change in the optimization cycle. Locations of the spot welds, on the other hand, are chosen to be design variables. In order to calculate the objective function, which is the maximum equivalent stress, ANSYS, general purpose finite element analysis software, is used. To obtain global optimum locations of spot welds a methodology is proposed by modifying the Nelder-Mead (Simplex) method. The procedure is applied to a number of representative problems to demonstrate the validity and effectiveness of the proposed method. It is shown that it is possible to obtain the global optimum values without stacking local minimum ones by using proposed methodology.

Enhanced Antibiotic Production by Streptomyces sindenensis Using Artificial Neural Networks Coupled with Genetic Algorithm and Nelder-Mead Downhill Simplex

  • Tripathi, C.K.M.;Khan, Mahvish;Praveen, Vandana;Khan, Saif;Srivastava, Akanksha
    • Journal of Microbiology and Biotechnology
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    • v.22 no.7
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    • pp.939-946
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    • 2012
  • Antibiotic production with Streptomyces sindenensis MTCC 8122 was optimized under submerged fermentation conditions by artificial neural network (ANN) coupled with genetic algorithm (GA) and Nelder-Mead downhill simplex (NMDS). Feed forward back-propagation ANN was trained to establish the mathematical relationship among the medium components and length of incubation period for achieving maximum antibiotic yield. The optimization strategy involved growing the culture with varying concentrations of various medium components for different incubation periods. Under non-optimized condition, antibiotic production was found to be $95{\mu}g/ml$, which nearly doubled ($176{\mu}g/ml$) with the ANN-GA optimization. ANN-NMDS optimization was found to be more efficacious, and maximum antibiotic production ($197{\mu}g/ml$) was obtained by cultivating the cells with (g/l) fructose 2.7602, $MgSO_4$ 1.2369, $(NH_4)_2PO_4$ 0.2742, DL-threonine 3.069%, and soyabean meal 1.952%, for 9.8531 days of incubation, which was roughly 12% higher than the yield obtained by ANN coupled with GA under the same conditions.

Optimum Design of Power Screw Efficiency by Fuzzy Simplex Search Algorithm (퍼지 simplex search 알고리듬을 이용한 동력 스크류 효율의 최적설계)

  • Hyun, Chang-Hun;Lee, Byeong-Ki
    • Journal of Industrial Technology
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    • v.22 no.A
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    • pp.19-28
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    • 2002
  • The Nelder-Mead simplex algorithm has been one of the most widely used methods for the nonlinear unconstrained optimization, since 1965. Recently, the new algorithm, (so-called the Fuzzy Simplex Algorithm), with fuzzy logic controllers for the expansion, reflection and contraction process of this algorithm has been proposed. In this paper, this new algorithm is developed. And, the formulation for the optimum design of the power screw's efficiency is made. And then, the developed fuzzy simplex algorithm as well as the original one is applied to this optimum design problem. The Fuzzy simplex algorithm results in a faster convergence in this problem, as reported in other study, too.

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