BBOB: Nelder-Mead with resize and halfruns. Using the BBOB template, we investigate how the Nelder-Mead simplex algorithm can be combined with evolutionary ideas to give a competitive hybrid approach to optimize continuous functions. We significantly improve the performance of the algorithm in higher dimension by the addition of a reshaping step of the search, to correct for a known problem in the simplex search behaviour. We also give a reasonably good population-based approach in which only a third of the individuals is fully matured, with a bias towards fitter individuals, via a variant of the Nelder-Mead method.
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- Hansen, Nikolaus; Auger, Anne; Ros, Raymond; Mersmann, Olaf; Tušar, Tea; Brockhoff, Dimo: COCO: a platform for comparing continuous optimizers in a black-box setting (2021)