Barton, Russell R.; John S. Ivey, Jr. - In: Management Science 42 (1996) 7, pp. 954-973
When the Nelder-Mead method is used to optimize the expected response of a stochastic system (e.g., an output of a discrete-event simulation model), the simplex-resizing steps of the method introduce risks of inappropriate termination. We give analytical and empirical results describing the...