E. Brea
This article presents a new algorithm based on the Nelder-Mead simplex algorithmic method for identifying a local optimum, at least on unconstrained nonlinear mixed-integer problems. The algorithmic method, Integer Mixed Simplex Algorithm (IMSA), so called by the author, is based on a double simplex structure, which is composed of a real n -dimensional simplex structure (real simplex) and an integer n -dimensional simplex structure (integer simplex). The original Nelder-Mead operations are applied on the real simplex. Meanwhile, a novel group of operations are applied on the integer simplex. This new set of operations, together with the original Nelder-Mead operations, guarantee a new trail point at each IMSA iteration in the search of the local optimum in the integer real mixed 2n -dimensional numerical field ℝn×ℤn without the need of integer to real conversions.
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Published on 30/03/17
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