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Efficiency and implementation of simplicial zero point algorithms

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Abstract

In this paper we compare the efficiency of several simplicial variable dimension algorithms. To do so, we first treat the issues of degeneracy and accelerating. We present a device for solving degeneracy. Furthermore we compare several accelerating techniques. The technique of iterated quasi-Newton steps after each major cycle of the simplicial algorithm is implemented in a computer code, which is used to compare the efficiency of the (n+1)-ray, 2n-ray, 2n-ray and (3n−1)-ray algorithms. Except for the (n+1)-ray algorithm, the number of function evaluations does not differ very much between the various algorithms. It appeared, however, that the 2n-algorithm needs considerably less computation time.

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van der Laan, G., Seelen, L.P. Efficiency and implementation of simplicial zero point algorithms. Mathematical Programming 30, 196–217 (1984). https://doi.org/10.1007/BF02591885

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  • DOI: https://doi.org/10.1007/BF02591885

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