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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,
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