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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 returns a status after at most 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.
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).
The procedure returns tolerance-met only after testing both diameter and spread against their tolerances (Finite-budget Nelder–Mead simplex procedure).
Proof
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 ; 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 calls.
The only tolerance-met branch is the explicit test and 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
6 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
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)