Comparative Experiment of FMINS with Nelder-Mead and Dennis-Woods Method

Nelder-Mead, Dennis-Woods Method와 MATLAB의 FMINS의 비교실험

The Nelder-Mead simplex algorithm has become on of the most widely used methods for nonlinear unconstrained optimization, since 1965. Recently, this algorithm has been reevaluated and many papers on this algorithm are being published. The MATLAB computer software, highly renown in engineering, also provides the Nelder-Mead algorithm and the Denis-Woods modification with FMINS function. The authors made C++ code of these algorithms and compared with FMINS on the convergence behavior and the exactness of solutions. It shows that MATLAB's FMINS is inferior to author's C++ code. So, FMINS should be corrected for every user.