Volume 13
Issue 1
IEEE/CAA Journal of Automatica Sinica
| Citation: | L. Menini, C. Possieri, and A. Tornambe, “On the use of the Nelder-Mead simplex method in control design and systems theory,” IEEE/CAA J. Autom. Sinica, vol. 13, no. 1, pp. 186–204, Jan. 2026. doi: 10.1109/JAS.2025.125759 |
| [1] |
R. M. Murray, Optimization-Based Control. Pasadena, USA: California Institute of Technology, 2009.
|
| [2] |
L. El Ghaoui and V. Balakrishnan, “Synthesis of fixed-structure controllers via numerical optimization,” in Proc. 33rd IEEE Conf. Decision and Control, Lake Buena Vista, USA, 1994, pp. 2678–2683.
|
| [3] |
L. Acerbi and W. J. Ma, “Practical Bayesian optimization for model fitting with Bayesian adaptive direct search,” in Proc. 31st Int. Conf. Neural Information Processing Systems, Long Beach, USA, 2017, pp. 1834–1844.
|
| [4] |
A. Howell and J. K. Hedrick, “Nonlinear observer design via convex optimization,” in Proc. American Control Conf., Anchorage, USA, 2002, pp. 2088–2093.
|
| [5] |
R. Mascaro, L. Teixeira, T. Hinzmann, R. Siegwart, and M. Chli, “GOMSF: Graph-optimization based multi-sensor fusion for robust UAV pose estimation,” in Proc. Int. Conf. Robotics and Automation, Brisbane, Australia, 2018, pp. 1421–1428.
|
| [6] |
S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, Linear Matrix Inequalities in System and Control Theory. Philadelphia, USA: SIAM, 1994.
|
| [7] |
C. Scherer and S. Weiland, “Linear Matrix Inequalities in Control,” in The Control Systems Handbook, 2nd ed. W. S. Levine, Ed. Boca Raton: CRC Press, 2011, pp. 1–30.
|
| [8] |
D. Q. Mayne and H. Michalska, “Receding horizon control of nonlinear systems,” in Proc. 27th IEEE Conf. Decision and Control, Austin, USA, 1988, pp. 464–465.
|
| [9] |
A. Bemporad, M. Morari, V. Dua, and E. N. Pistikopoulos, “The explicit linear quadratic regulator for constrained systems,” Automatica, vol. 38, no. 1, pp. 3–20, Jan. 2002. doi: 10.1016/S0005-1098(01)00174-1
|
| [10] |
M. J. D. Powell, “Direct search algorithms for optimization calculations,” Acta Numer., vol. 7, pp. 287–336, Jan. 1998. doi: 10.1017/S0962492900002841
|
| [11] |
J. A. Nelder and R. Mead, “A simplex method for function minimization,” Comput. J., vol. 7, no. 4, pp. 308–313, Jan. 1965. doi: 10.1093/comjnl/7.4.308
|
| [12] |
D. D. Morrison, “Optimization by least squares,” SIAM J. Numer. Anal., vol. 5, no. 1, pp. 83–88, Mar. 1968. doi: 10.1137/0705006
|
| [13] |
F. Leibfritz, “COMPl_eib: Constrained matrix-optimization problem library-a collection of test examples for nonlinear semidefinite programs, control system design and related problems,” Department of Mathematics, University of Trier, Trier, Germany, Tech. Rep. D-54286, 2004.
|
| [14] |
M. Tajjudin, N. Ishak, H. Ismail, M. H. F. Rahiman, and R. Adnan, “Optimized PID control using Nelder-Mead method for electro-hydraulic actuator systems,” in Proc. IEEE Control and System Graduate Research Colloq., Shah Alam, Malaysia, 2011, pp. 90–93.
|
| [15] |
V. Sinlapakun and W. Assawinchaichote, “Optimized PID controller design for electric furnace temperature systems with Nelder Mead algorithm,” in Proc. 12th Int. Conf. Electrical Engineering/Electronics, Computer, Telecommunications and Information Technology, Hua Hin, Thailand, 2015, pp. 1–4.
|
| [16] |
D. Izci, B. Hekimoǧlu, and S. Ekinci, “A new artificial ecosystem-based optimization integrated with Nelder-Mead method for PID controller design of buck converter,” Alexandria Eng. J., vol. 61, no. 3, pp. 2030–2044, Mar. 2022. doi: 10.1016/j.aej.2021.07.037
|
| [17] |
W. Chagra, H. Degachi, and M. Ksouri, “Nonlinear model predictive control based on Nelder Mead optimization method,” Nonlinear Dyn., vol. 92, no. 2, pp. 127–138, Apr. 2018. doi: 10.1007/s11071-017-3544-8
|
| [18] |
S. Ijaz, M. T. Hamayun, L. Yan, and M. F. Mumtaz, “Fractional order modeling and control of twin rotor aero dynamical system using Nelder Mead optimization,” J. Electr. Eng. Technol., vol. 11, no. 6, pp. 1863–1871, Nov. 2016. doi: 10.5370/JEET.2016.11.6.1863
|
| [19] |
W. M. Baig, Z. Hou, and S. Ijaz, “Fractional order controller design for a semi-active suspension system using Nelder-Mead optimization,” in Proc. 29th Chinese Control and Decision Conf., Chongqing, China, 2017, pp. 2808–2813.
|
| [20] |
C.-C. Fuh, H.-H. Tsai, and H. C. Lin, “Parameter identification of linear time-invariant systems with large measurement noises,” in Proc. 12th World Congr. on Intelligent Control and Automation, Guilin, China, 2016, pp. 2874–2878.
|
| [21] |
S. Xu, Y. Wang, and Z. Wang, “Parameter estimation of proton exchange membrane fuel cells using eagle strategy based on JAYA algorithm and Nelder-Mead simplex method,” Energy, vol. 173, pp. 457–467, Apr. 2019. doi: 10.1016/j.energy.2019.02.106
|
| [22] |
M. Johnson, N. Aghasadeghi, and T. Bretl, “Inverse optimal control for deterministic continuous-time nonlinear systems,” in Proc. 52nd IEEE Conf. Decision and Control, Firenze, Italy, 2013, pp. 2906–2913.
|
| [23] |
C. Zhong, G. Li, Z. Meng, H. Li, A. R. Yildiz, and S. Mirjalili, “Starfish optimization algorithm (SFOA): A bio-inspired metaheuristic algorithm for global optimization compared with 100 optimizers,” Neural Comput. Appl., vol. 37, no. 5, pp. 3641–3683, Feb. 2025. doi: 10.1007/s00521-024-10694-1
|
| [24] |
P. Mehta, B. S. Yildiz, S. Kumar, N. Pholdee, S. M. Sait, N. Panagant, S. Bureerat, and A. R. Yildiz, “A Nelder Mead-infused INFO algorithm for optimization of mechanical design problems,” Mater. Test., vol. 64, no. 8, pp. 1172–1182, Aug. 2022. doi: 10.1515/mt-2022-0119
|
| [25] |
A. R. Yıldız, B. S. Yıldız, S. M. Sait, S. Bureerat, and N. Pholdee, “A new hybrid Harris Hawks-Nelder-Mead optimization algorithm for solving design and manufacturing problems,” Mater. Test., vol. 61, no. 8, pp. 735–743, Jul. 2019. doi: 10.3139/120.111378
|
| [26] |
A. R. Yildiz and P. Mehta, “Manta ray foraging optimization algorithm and hybrid Taguchi SALP swarm-Nelder-Mead algorithm for the structural design of engineering components,” Mater. Test., vol. 64, no. 5, pp. 706–713, May 2022. doi: 10.1515/mt-2022-0012
|
| [27] |
M. X. Cohen, Linear Algebra: Theory, Intuition, Code. Bucharest, Romania: Sincxpress, 2021.
|
| [28] |
C. Daskalakis, S. Skoulakis, and M. Zampetakis, “The complexity of constrained min-max optimization,” in Proc. 53rd Annu. ACM SIGACT Symp. Theory of Computing, 2021, pp. 1466–1478.
|
| [29] |
W. Spendley, G. R. Hext, and F. R. Himsworth, “Sequential application of simplex designs in optimisation and evolutionary operation,” Technometrics, vol. 4, no. 4, pp. 441–461, 1962.
|
| [30] |
B. D. O. Anderson, and R. W. Scott, “Output feedback stabilization—solution by algebraic geometry methods,” Proc. IEEE, vol. 65, no. 6, pp. 849–861, Jun. 1977. doi: 10.1109/PROC.1977.10581
|
| [31] |
L. Menini, C. Possieri, and A. Tornambè, “Algebraic methods for multiobjective optimal design of control feedbacks for linear systems,” IEEE Trans. Autom. Control, vol. 63, no. 12, pp. 4188–4203, Dec. 2018. doi: 10.1109/TAC.2018.2800784
|
| [32] |
D. A. Cox, J. Little, and D. O’Shea, Ideals, Varieties, and Algorithms. 4th ed. Cham, Germany: Springer, 2015.
|
| [33] |
J. C. Lagarias, J. A. Reeds, M. H. Wright, and P. E. Wright, “Convergence properties of the Nelder-Mead simplex method in low dimensions,” SIAM J. Optim., vol. 9, no. 1, pp. 112–147, Jan. 1998. doi: 10.1137/S1052623496303470
|
| [34] |
J. C. Nash, Compact Numerical Methods for Computers: Linear Algebra and Function Minimisation. New York, USA: Routledge, 2018.
|
| [35] |
K. I. M. McKinnon, “Convergence of the Nelder-Mead simplex method to a nonstationary point,” SIAM J. Optim., vol. 9, no. 1, pp. 148–158, Jan. 1998. doi: 10.1137/S1052623496303482
|
| [36] |
S. Wessing, “Proper initialization is crucial for the Nelder-Mead simplex search,” Optim. Lett., vol. 13, no. 4, pp. 847–856, Jun. 2019. doi: 10.1007/s11590-018-1284-4
|
| [37] |
J. C. Lagarias, B. Poonen, and M. H. Wright, “Convergence of the restricted Nelder-Mead algorithm in two dimensions,” SIAM J. Optim., vol. 22, no. 2, pp. 501–532, Jan. 2012. doi: 10.1137/110830150
|
| [38] |
A. Galántai, “Convergence of the Nelder-Mead method,” Numer. Algorithms, vol. 90, no. 3, pp. 1043–1072, Jul. 2022. doi: 10.1007/s11075-021-01221-7
|
| [39] |
A. Galántai, “The Nelder–Mead simplex algorithm is sixty years old: New convergence results and open questions,” Algorithms, vol. 17, no. 11, p. 523, Nov. 2024. doi: 10.3390/a17110523
|
| [40] |
D. C. Youla, J. J. Jr. Bongiorno, and C. N. Lu, “Single-loop feedback-stabilization of linear multivariable dynamical plants,” Automatica, vol. 10, no. 2, pp. 159–173, Mar. 1974. doi: 10.1016/0005-1098(74)90021-1
|
| [41] |
J. C. Doyle, B. A. Francis, and A. R. Tannenbaum, Feedback Control Theory. North Chelmsford, USA: Courier Corporation, 2013.
|
| [42] |
D. U. Campos-Delgado and K. Zhou, “A parametric optimization approach to $H_{\infty}$ and $H_2$ strong stabilization,” Automatica, vol. 39, no. 7, pp. 1205–1211, Jul. 2003. doi: 10.1016/S0005-1098(03)00065-7
|
| [43] |
P. Cheng, Y.-Y. Cao, and Y. Sun, “Some new results on strong $\gamma_k-\gamma_{cl} H_{\infty}$ stabilization,” IEEE Trans. Autom. Control, vol. 53, no. 5, pp. 1268–1273, Jun. 2008. doi: 10.1109/TAC.2008.921038
|
| [44] |
S. Gumussoy and H. Ozbay, “Remarks on strong stabilization and stable $H_{\infty}$ controller design,” IEEE Trans. Autom. Control, vol. 50, no. 12, pp. 2083–2087, Dec. 2005. doi: 10.1109/TAC.2005.860271
|
| [45] |
L. Menini, C. Possieri, and A. Tornambe, “Exact certificates for strong stabilization via numerical algebraic geometry,” IEEE Control Syst. Lett., vol. 7, pp. 1411–1416, Feb. 2023. doi: 10.1109/LCSYS.2023.3244695
|
| [46] |
M. S. Sadabadi and D. Peaucelle, “From static output feedback to structured robust static output feedback: A survey,” Annu. Rev. Control, vol. 42, pp. 11–26, 2016.
|
| [47] |
P. C. Parks, “A new proof of Hermite’s stability criterion and a generalization of Orlando’s formula,” Int. J. Control, vol. 26, no. 2, pp. 197–206, 1977.
|
| [48] |
J. Löfberg, “YALMIP: A toolbox for modeling and optimization in MATLAB,” in Proc. Int. Conf. Robotics and Automation, Taipei, China, 2004, pp. 284–289.
|
| [49] |
A. Wächter and L. T. Biegler, “On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming,” Math. Program., vol. 106, no. 1, pp. 25–57, Mar. 2006. doi: 10.1007/s10107-004-0559-y
|
| [50] |
J. Fiala, M. Kočvara, and M. Stingl, “PENLAB: A MATLAB solver for nonlinear semidefinite optimization,” arXiv preprint arXiv: 1311.5240, 2013.
|
| [51] |
J. V. Burke, D. Henrion, A. S. Lewis, and M. L. Overton, “HIFOO-a MATLAB package for fixed-order controller design and $H_{\infty}$ optimization,” IFAC Proc. Vol., vol. 39, no. 9, pp. 339−344, 2006.
|
| [52] |
F. R. Gantmacher, The Theory of Matrices. North Chelmsford, USA: Courier Corporation, 1959.
|
| [53] |
L. Menini, C. Possieri, and A. Tornambe, “Distance to internal instability of linear time-invariant systems under structured perturbations,” IEEE Trans. Autom. Control, vol. 66, no. 5, pp. 1941–1956, May 2021. doi: 10.1109/TAC.2020.3004350
|
| [54] |
G. E. Collins, “Quantifier elimination for real closed fields by cylindrical algebraic decomposition: A synopsis,” ACM SIGSAM Bull., vol. 10, no. 1, pp. 10–12, Feb. 1976. doi: 10.1145/1093390.1093393
|