Function Minimization using Nelder Mead Simplex [Excel VBA]

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Category: Excel	View Full Details
Function Minimization using Nelder Mead Simplex
Submitter: vanna	Date: 2008/12/31

Description: This class is used for minimzing a user defined function in a module file. It uses Nelder mead simplex algorithm For example, consider mimizing this function: `Public Function MyFunction(xVec As Variant) As Double MyFunction = (xVec(1, 1) - 4) ^ 2 + (xVec(2, 1) - 2.7) ^ 4 + (xVec(3, 1) - 6.7) ^ 4 End Function` Use the following code to get minimum: `ReDim initParams(1 To 3, 1 To 1) initParams(1, 1) = 0 initParams(2, 1) = -1 initParams(3, 1) = -2.8 Dim nelderObj As New Nelder result = nelderObj.SolveMaximum("MyFunction", initParams)` Optionally, accuracy or tolerance for convergence can be changed by setting eg., nelderObj.Tolerance_=0.00001 Demo for using this function Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
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Poster	Thread
azad2	Posted: 2009/12/13 3:46 Updated: 2009/12/13 3:46
Just popping in Joined: 2009/12/12 From: Posts: 5	Re: Function Minimization using Nelder Mead Simplex Hi Will you please let me know how to apply this simplex in vba excel , many thanks.

Poster	Thread
azad2	Posted: 2009/12/13 3:59 Updated: 2009/12/13 3:59
Just popping in Joined: 2009/12/12 From: Posts: 5	Re: Function Minimization using Nelder Mead Simplex Hi I would you please explain how to display the results into the sheet. many thanks

Poster	Thread
vanna	Posted: 2009/12/13 12:42 Updated: 2009/12/13 12:43
Just can't stay away Joined: 2007/3/21 From: Posts: 104	Re: Function Minimization using Nelder Mead Simplex when you run the function, it returns result array. To display it in excel, simply refere it like sheets("sheet1").range("a1").Value=result(1,1) sheets("sheet1").range("a2").Value=result(2,1) sheets("sheet1").range("a3").Value=result(3,1)

Poster	Thread
azad2	Posted: 2010/1/5 17:23 Updated: 2010/1/5 17:23
Just popping in Joined: 2009/12/12 From: Posts: 5	Re: Function Minimization using Nelder Mead Simplex Hi I need the VB codes for Particle Swarm Optimization(PSO) algorithm. Thanks

Poster	Thread
azad2	Posted: 2010/10/6 17:22 Updated: 2010/10/6 17:22
Just popping in Joined: 2009/12/12 From: Posts: 5	Re: Function Minimization using Nelder Mead Simplex I have a rather complicated function to minimize , the number of variable is 6 ( three of them the values are constrained between (0-1), the other three are constrained (0-360) . I found that Nelder Mead simplex is not handling two different types of variables . Can I specify two types of variable within the Nelder Mead class ? for example X(1,1),X(2,1),X(3,1) & Y(1,1),Y(2,1),Y(3,1) . Thanks very much for your assistance.

Poster	Thread
Anonymous	Posted: 2011/6/2 11:55 Updated: 2011/6/2 11:55
	Function Minimization using Nelder Mead Simplex Hi Can I use the Nelder Mead to optimize two functions? The first one is the main objective Function and the second one is an inter-loop inside the first function.

Poster	Thread
Anonymous	Posted: 2011/6/24 9:55 Updated: 2011/6/26 13:40
	Function Minimization using Nelder Mead Simplex Hi azad2. I have a simialr problem as you. Did you find a solution to your problem? Regards Elisabeth

Poster	Thread
Anonymous	Posted: 2012/8/29 3:17 Updated: 2012/9/16 21:32
	Function Minimization using Nelder Mead Simplex How to solve for the function f(x,y)= logx - x^2?

Poster	Thread
Anonymous	Posted: 2012/12/4 17:28 Updated: 2012/12/14 22:23
	Function Minimization using Nelder Mead Simplex Can I know what algorithm you have used in the Nelder-Mead Simplex?

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