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178 Chapter 8. The Simplex Minimization Search
Initialization Evaluate
Start
procedure function
Not
Generate new Satisfied
Constraints set of search Termination
Criterion
locations
Satisfied
Basic search algorithm
Stop
Figure 8.1: Basic building blocks of constrained optimization methods
geometrical :gure that consists, in N dimensions, of N +1 vertices and all their
interconnecting line segments, polygonal faces, etc. Thus, in two dimensions,
a simplex is a triangle, whereas in three-dimensions it is a tetrahedron. A non-
degenerate simplex is one that encloses a :nite inner N -dimensional volume.
To minimize a function of N independent variables, the SMmethod must be
initialized with N +1 points (or search locations) de:ning an initial nondegen-
erate simplex. The method then takes a series of steps: re'ecting, expanding,
or contracting the simplex from the point where the function value is largest,
in an attempt to move it to a better point. Thus, the simplex is adapted to
the local landscape of the function surface: expanded along inclined planes,
reCected on encountering a valley at an angle, and contracted in the neigh-
borhood of a minimum. This process continues until a termination criterion is
satis:ed. The SMmethod is described in more detail in Figure 8.2.
8.3.2 Simplex Minimization for BMME: Why?
The SM optimization method is an attractive choice for solving the BMME
optimization problem for the following reasons:
1. Most fast BMME algorithms are based on a unimodal error surface
assumption. As already shown (Property 4:6:7:3), this assumption does
not hold true in most cases. For this reason, such algorithms are easily
trapped in local minima, giving a suboptimal prediction quality. The SM
method, however, is not based directly on this assumption.
2. Most fast BMME algorithms and optimization methods work by fol-
lowing the direction of the minimum distortion. The SMmethod,