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Finite-budget Nelder–Mead always returns a status

Statement

Every invocation of Finite-budget Nelder–Mead simplex procedure with finite call budget B returns a status after at most B objective calls. If it returns tolerance-met, both the simplex diameter and objective spread satisfy their stated tolerances. The status is a finite-budget result only and does not certify global or local optimality.

Facts & Assumptions

Given: The exact branch rules, stopping test, call accounting, and return statuses in Finite-budget Nelder–Mead simplex procedure.

[F1]

Every continuing outer iteration performs a reflection evaluation, while each additional branch evaluates finitely many trials and checks the budget before each call (Finite-budget Nelder–Mead simplex procedure).

[F2]

The procedure returns tolerance-met only after testing both diameter and spread against their tolerances (Finite-budget Nelder–Mead simplex procedure).

Proof

1.1F1givenconstruct

Each continuing iteration consumes at least one call for reflection. Every further expansion, contraction, or shrink evaluation also consumes a call, and the counter is bounded by B; before any call that cannot fit in the remaining budget, the procedure returns budget-exhausted. It therefore cannot continue indefinitely and returns a listed status after at most B calls.

2.1F2givenstep 1.1∎

The only tolerance-met branch is the explicit test D≤εx and S≤εf on a committed simplex, so that status implies both inequalities. None of the algorithm's finite statuses asserts a minimizer without an additional theorem.

Depends on

Used by

Nothing in the library uses this result yet.

Cited to discharge well-definedness by Finite-budget Nelder–Mead simplex procedure.

Dependency tree · two levels

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Sources