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undergraduate thesis
Nelder - Meadova metoda: Lokalana metoda direktne bezuvjetne optimizacije
2015. urn:nbn:hr:126:782913
Grgić, Lucijana
Josip Juraj Strossmayer University of Osijek
Department of Mathematics
Chair of Applied Mathematics and Computer Science
Applied Mathematics and Optimization Research Group

Cite this document

Grgić, L. (2015). Nelder - Meadova metoda: Lokalana metoda direktne bezuvjetne optimizacije (Undergraduate thesis). Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:782913

Grgić, Lucijana. "Nelder - Meadova metoda: Lokalana metoda direktne bezuvjetne optimizacije." Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2015. https://urn.nsk.hr/urn:nbn:hr:126:782913

Grgić, Lucijana. "Nelder - Meadova metoda: Lokalana metoda direktne bezuvjetne optimizacije." Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2015. https://urn.nsk.hr/urn:nbn:hr:126:782913

Grgić, L. (2015). 'Nelder - Meadova metoda: Lokalana metoda direktne bezuvjetne optimizacije', Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, accessed 23 October 2024, https://urn.nsk.hr/urn:nbn:hr:126:782913

Grgić L. Nelder - Meadova metoda: Lokalana metoda direktne bezuvjetne optimizacije [Undergraduate thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics; 2015 [cited 2024 October 23] Available at: https://urn.nsk.hr/urn:nbn:hr:126:782913

L. Grgić, "Nelder - Meadova metoda: Lokalana metoda direktne bezuvjetne optimizacije", Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, Osijek, 2015. Available at: https://urn.nsk.hr/urn:nbn:hr:126:782913

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Metadata
TitleNelder - Meadova metoda: Lokalana metoda direktne bezuvjetne optimizacije
Title (english)Nelder - Mead's Method: Local Method for Unconstrained Direct Optimization
AuthorLucijana Grgić
MentorKristian Sabo (mentor)
GranterJosip Juraj Strossmayer University of Osijek
Department of Mathematics
(Chair of Applied Mathematics and Computer Science)
(Applied Mathematics and Optimization Research Group)
Osijek
Defense date and country2015-09-18, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Applied Mathematics and Mathematical Modeling
Abstract
Potreba za optimizacijom funkcija čije nam derivacije nisu poznate, 1965.godine dovela je do nastanka Nelder-Meadove metode. U ovome radu je opisana upravo ta metoda, koja se smatra jednom od popularnijih i raširenijih lokalnih metoda direktne bezuvjetne optimizacije. Nelder-Meadova metoda je zanimljiva zbog svoje jednostavnosti sto je pokazano algoritmom u \mathbb{R}^2, kao i generalizacijom u \mathbb{R}^n. Izneseno je nekoliko informacija o konvergenciji ove metode nakon njezinog nastanka, no većinom negativni rezultati pošto dokaz o konvergenciji ove metode ne postoji. Na kraju je prikazan numerički primjer koji potkrijepljuje cijelu priču, kako o jednostavnosti, tako i o nedostacima.
Abstract (english)
The need to optimize functions whose derivatives are unknown lead to the occurrence of Nelder-Mead's method in 1965. In this work precisely that method is described which is considered one of the most popular and wideused local methods for direct unconstrained optimization. Nelder-Mead's method is interesting because of its simplicity shown by algorithm in \mathbb{R}^2, as the generalization in \mathbb{R}^n. There are several informations about convergence of this method since its apperance, but mostly negative results due to lack of evidence. Finally, a numerical example in this work comrms the whole story, in terms of both simplicity and the disadvantages.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:782913
Study programmeTitle: University undergraduate study programme in mathematics
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) matematike (sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2015-11-06 10:12:45