On the roots of certain polynomials arising from the analysis of the Nelder-Mead simplex method

被引:5
作者
Han, LX [1 ]
Neumann, M
Xu, JH
机构
[1] Univ Michigan, Dept Math, Flint, MI 48502 USA
[2] Univ Connecticut, Dept Math, Storrs, CT 06269 USA
关键词
polynomials; roots; Schur-Cohn criterion; Nelder-Mead simplex method;
D O I
10.1016/S0024-3795(02)00485-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The study of the effect of dimensionality on the Nelder-Mead simplex method for unconstrained optimization leads us to the study of a two parameter family of polynomials of the form p(n) (z) = b - az - (. . .) - az(n-1) + Z(n). We show that provided that (a) over bar - a (b) over bar is real, it is possible to use, primarily, the Schur-Cohn Criterion in order to determine the configuration of the roots of P-n (z) with respect to the unit circle. (C) 2002 Elsevier Science Inc. All rights reserved.
引用
收藏
页码:109 / 124
页数:16
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