Technical note: relating to the parameter values given by Nelder and Mead in their algorithm
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The popular Nelder and Mead (NM) algorithm has four parameters associated to the operations known as reflection, expansion, contraction and shrinkage. The authors set their values to 1, 2, 0.5 and 0.5, respectively, which have been universally used. Here, we propose to use NM to calibrate itself. A computational experiment is carried out and results show that the parameter values originally proposed by NM are better than those obtained with more sophisticated ways.
CitationCorominas, A., García-Villoria, A., Pastor, Rafael. Technical note: relating to the parameter values given by Nelder and Mead in their algorithm. "The Computer journal (paper)", 1 Gener 2015, vol. 58, núm. 1, p. 157-159.