Modified simplex method optimum reached

In the simplex procedures described above the step size was fixed. When the step size was taken too small it takes a large number of experiments to reach the optimum, and when it is taken too large the supposed optimum can be unacceptably far from the real one. To avoid this a so-called modified simplex method can be applied, in which the step size is variable throughout the procedure. The principles of the simplex method are maintained but rules for expansion or contraction of the simplexes are added. For a detailed description of these guidelines we refer to [27,831. 

The rigidity that prevented an accurate optimal point from being obtained was solved by Nelder and Mead in 1965. They proposed a modification of the algorithm that allowed the size of the simplex to be varied to adapt it to the experimental response. It expanded when the experimental result was far from the optimum - to reach it more rapidly and it contracted when it approached a maximum value, so as to detect its position more accurately. This algorithm was termed the "modified simplex method . Deming and co-workers published the method in the journal Analytical Chemistry and in 1991 published a book on this method and its applications. 

A weakness with the standard mediod for simplex optimisation is a dependence on the initial step size, which is defined by the initial conditions. For example, in Figure 2.37 we set a very small step size for both variables this may be fine if we are sure we are near the optimum, but otherwise a bigger triangle would reach the optimum quicker, the problem being that the bigger step size may miss the optimum altogether. Another method is called the modified simplex algorithm and allows the step size to be altered, reduced as the optimum is reached, or increased when far from the optimum. 

A weakness with the standard method for simplex optimization is a dependence on the initial step-size. Another method is called the modified simplex algorithm and allows the step size to be altered, reduced as the optimum is reach, or increased far from the optimum. 

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