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On-line simplex search

version 1.0.0 (30.5 KB) by Gert Kruger
A reentrant version of the well-known Simplex search (Nelder-Mead) optimization is provided.

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Updated 28 May 2019

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The on-line simplex search is an implementation of the well known Nelder-Mead optimization algorithm. The usual simplex search found in Matlab is not appropriate for an on-line implementation, because the state variables used are not persistent and the algorithm is not implemented to be reentrant. The implementation provided here is reentrant.
Thus, a sample vertex generated by the algorithm can be put out and be evaluated. After the system has settled to the evaluated vertex a new cost value can be read, after which the function can be reentered with the costs of previous vertices "remembered" due to persistent variables.

Cite As

Gert Kruger (2020). On-line simplex search (https://www.mathworks.com/matlabcentral/fileexchange/71673-on-line-simplex-search), MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
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