Comparing results of 31 algorithms from the black-box optimization benchmarking BBOB-2009
Proceedings of the 12th annual conference companion on Genetic and evolutionary computation
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Using the BBOB template, we investigate how the Nelder-Mead simplex algorithm can be combined with evolutionary ideas to give a competitive hybrid approach to optimize continuous functions. We significantly improve the performance of the algorithm in higher dimension by the addition of a reshaping step of the search, to correct for a known problem in the simplex search behaviour. We also give a reasonably good population-based approach in which only a third of the individuals is fully matured, with a bias towards fitter individuals, via a variant of the Nelder-Mead method.