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Nelder–Mead can stop on a nonminimizing flat plateau
Example
Define the continuous objective on by for , for , and for . Run Finite-budget Nelder–Mead simplex procedure from the one-dimensional simplex with diameter tolerance , spread tolerance , and call budget . It returns tolerance-met after four shrink updates, with simplex , returned best point , and objective spread , although the global minimum is on .
Facts & Assumptions
Given: Exact branch comparisons, tie rules, shrink rule, tolerance test, and call accounting Finite-budget Nelder–Mead simplex procedure.
The stated piecewise formula defines on all of ; its pieces agree at and .
The algorithm keeps the lower-slot vertex on objective ties, uses strict inside-contraction acceptance, and shrinks toward the best vertex (Finite-budget Nelder–Mead simplex procedure).
Verification
The two initial values at are both ; the slot tie rule makes best and worst. At a simplex with , reflection is , with value . Since the reflected value ties the worst value, the inside-contraction branch applies; its point is and also has value , so strict inside-contraction acceptance fails and shrink produces .
Starting at , four repetitions give and the spread remains . Initial evaluations use two calls and each iteration uses reflection, inside contraction, and a fresh shrink evaluation, so the total is calls. All evaluated points lie in , where the objective is flat; meanwhile everywhere and equals for . Thus the prescribed finite tolerance is met at a non-global minimizer.
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Sources
- Tamara G. Kolda, Robert Michael Lewis, and Virginia Torczon, Optimization by Direct Search, Nelder–Mead discussion (standard reference, not scraped)
- K. I. M. McKinnon, Convergence of the Nelder–Mead Simplex Method to a Nonstationary Point, §§2–3 (standard reference, not scraped)