On-line simplex search
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.
Citation pour cette source
Gert Kruger (2024). On-line simplex search (https://www.mathworks.com/matlabcentral/fileexchange/71673-on-line-simplex-search), MATLAB Central File Exchange. Récupéré le .
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Version | Publié le | Notes de version | |
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1.0.0 |