´Ü¾î | Nelder-Mead ¹æ¹ý |
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Nelder-Mead method | |
¼³¸í | Nelder-Mead ¹æ¹ý, ¶Ç´Â ½ÉÇ÷º½º ¹æ¹ý(Simplex method), downhill ½ÉÇ÷º½º ¹æ¹ý(downhill simplex method)´Â ºñ¼±Çü ÃÖÀûÈ(nonlinear optimisation)¿¡¼ ÀϹÝÀûÀ¸·Î »ç¿ëµÇ´Â ¾Ë°í¸®ÁòÀÌ´Ù. Nelder & Mead (1965)¿¡ ÀÇÇØ Á¦¾ÈµÇ¾ú°í, Å« Â÷¿øÀÇ °ø°£¿¡¼ ¸ñÀû ÇÔ¼ö(objective function)¸¦ ÃÖ¼ÒÈÇϱâ À§ÇÑ ¼öÄ¡Çؼ® ¹æ¹ýÀÌ´Ù. ÀÌ ¹æ¹ýÀº N Â÷¿ø¿¡¼ N + 1 Á¤Á¡ÀÇ polytope¿Í °°Àº ½ÉÇ÷º½º(simplex)ÀÇ °³³äÀ» »ç¿ëÇÑ´Ù; ¼± »óÀÇ ¼± ºÐÇÒ, Æò¸é »óÀÇ »ï°¢Çü, 3Â÷¿ø °ø°£¿¡¼ 4¸éü(tetrahedron). |
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