subplex swMATH ID: 4818 Software Authors: Tom Rowan; Bruce Lowekamp; Maxime Marmier Description: SUBPLEX is a subspace-searching simplex method for the unconstrained optimization of general multivariate functions. Like the Nelder-Mead simplex method it generalizes, the subplex method is well suited for optimizing noisy objective functions. The number of function evaluations required for convergence typically increases only linearly with the problem size, so for most applications the subplex method is much more efficient than the simplex method. It can be used like the Matlab fminsearch algorithm. SUBPLEX was developed by Tom Rowan for his Ph.D. Thesis: Functional Stability Analysis of Numerical Algorithms (University of Texas at Austin). Although SUBPLEX was originally developed as a routine for this analysis, it is a general-purpose algorithm well suited for optimization of high-dimensional noisy functions. Homepage: http://netlib.org/cgi-bin/netlibfiles.pl?filename=/opt/subplex.tgz Dependencies: Matlab Related Software: mctoolbox; NLopt; TTDock; BRENT; KELLEY; SUNDIALS; Neper; NASTRAN; MEGAFLOW; Decision tree for optimization software; Algorithm 696; Algorithm 694; Algorithm 710; BHESS; PRECISE; PNM; INTLAB; Mathematica; C-XSC; Matlab Cited in: 26 Publications all top 5 Cited by 57 Authors 3 Singer, Sanja 3 Singer, Saša 2 Bocharov, Gennady A. 2 Kajberg, J. 2 Tyrtyshnikov, Evgeniĭ Evgen’evich 2 Wild, Jochen 2 Zheltkov, Dmitry A. 1 Ackerer, Philippe 1 Al Ayoubi, Baydaa 1 Alawieh, Hiba 1 Bergman, Greger 1 Bogacz, Rafal 1 Calarco, Tommaso 1 Campillo, Fabien 1 Caruso, Filippo 1 Cataliotti, Francesco Saverio 1 Cherukattil, S. 1 Cilenti, B. 1 Cohen, Jonathan D. 1 Diaa, Nadia 1 Gilzenrat, Mark S. 1 Grossman, Zvi 1 Han, Lixing 1 Haunschild, M. D. 1 Hedblom, Erika 1 Herrera, Ismael 1 Herrmann, Ulrich 1 Higham, Nicholas J. 1 Holmes, Philip J. 1 Hoteit, Hussein 1 Howell, Gary W. 1 Joannides, Marc 1 Kolda, Tamara Gibson 1 Larramendy-Valverde, Irène 1 Lewis, Robert Michael 1 Lindgren, Lars-Erik 1 Lindkvist, G. 1 Lovecchio, Cosimo 1 Melin, L. G. 1 Montangero, Simone 1 Mose, Robert 1 Moulinier, Luc 1 Neumann, Michael 1 Quey, Romain 1 Renversade, Loïc 1 Shea-Brown, Eric 1 Sofroniou, Mark 1 Spaletta, Giulia 1 Ståhle, Per 1 Sundin, K. G. 1 Torczon, Virginia J. 1 Wahl, S. Aljoscha 1 Wicker, Nicolas 1 Wiechert, Wolfgang 1 Wikman, B. 1 Zhang, Jiaxiang 1 Zheltkova, Valeriya V. all top 5 Cited in 19 Serials 2 Optimization Methods & Software 1 Computer Methods in Applied Mechanics and Engineering 1 International Journal of Plasticity 1 International Journal of Solids and Structures 1 ACM Transactions on Mathematical Software 1 Journal of Mathematical Psychology 1 SIAM Journal on Matrix Analysis and Applications 1 Neural Computation 1 Communications in Statistics. Simulation and Computation 1 SIAM Review 1 Communications in Numerical Methods in Engineering 1 Journal of Inverse and Ill-Posed Problems 1 International Journal of Computational Fluid Dynamics 1 Journal of Applied Statistics 1 New Journal of Physics 1 Computational Geosciences 1 The Journal of Logic and Algebraic Programming 1 Journal of Computational Methods in Sciences and Engineering 1 ANACM. Applied Numerical Analysis and Computational Mathematics all top 5 Cited in 12 Fields 10 Operations research, mathematical programming (90-XX) 9 Numerical analysis (65-XX) 5 Mechanics of deformable solids (74-XX) 5 Biology and other natural sciences (92-XX) 4 Fluid mechanics (76-XX) 2 Statistics (62-XX) 2 Computer science (68-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Probability theory and stochastic processes (60-XX) 1 Quantum theory (81-XX) 1 Systems theory; control (93-XX) Citations by Year