English

Complexity Analysis of the Regular Simplicial Search Method with Reflection and Shrinking Steps for Derivative-Free Optimization

Optimization and Control 2025-08-25 v1

Abstract

Simplex-type methods, such as the well-known Nelder-Mead algorithm, are widely used in derivative-free optimization (DFO), particularly in practice. Despite their popularity, the theoretical understanding of their convergence properties has been limited, and until very recently essentially no worst-case complexity bounds were available. Recently, Cao et al. provided a sharp error bound for linear interpolation and extrapolation and derived a worst-case complexity result for a basic simplex-type method. Motivated by this, we propose a practical and provable algorithm -- the regular simplicial search method (RSSM), that incorporates reflection and shrinking steps, akin to the original method of Spendley et al. We establish worst-case complexity bounds in nonconvex, convex, and strongly convex cases. These results provide guarantees on convergence rates and lay the groundwork for future complexity analysis of more advanced simplex-type algorithms.

Keywords

Cite

@article{arxiv.2508.16561,
  title  = {Complexity Analysis of the Regular Simplicial Search Method with Reflection and Shrinking Steps for Derivative-Free Optimization},
  author = {Liyuan Cao and Wei Hu and Jinxin Wang},
  journal= {arXiv preprint arXiv:2508.16561},
  year   = {2025}
}

Comments

29pages

R2 v1 2026-07-01T05:02:02.222Z