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- 2016-01-18
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- Volkan
Description: By comparing elapsed times one can say that Hooke and Jeeves methods converge faster than other methods and the slowest one seems to be Nelder and Mead Simplex Method.
In this part of the assignment we are going to reach the solution by using Nelder and Mead Simplex method. Note that the starting simplex points are given. We also have reflection, contraction, expansion and scaling parameters.
Inspecting the results given in Table 1 one can say that the elapsed time is low (the code is working smoothly) and iteration number is acceptable. Both step sizes and their norm is in the allowed range. Final or optimized R, t and weight values are really close to the results that we have obtained in Homework III. As a results we can deduct that we accomplished a good optimization problem solution by using Hooke and Jeeves method.
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