Algorithm Nelder-Mead simplex minimization

To offer more flexibility we adopt an approach, based on the transient simulation model TRNSYS (Klein et al., 1976), making use of the Lund DST borehole model (Hellstrom, 1989). The parameter estimation procedure is carried out using the GenOPT (Wetter, 2004) package with the Nelder and Mead Simplex minimization algorithm (Nelder and Mead, 1965) or Hooke and Jeeves minimization algorithm (Hooke and Jeeves, 1961). 

SimSim performs a pressure match of measured and calculated reservoir or compartment pressures with an automatic, non-linear optimization technique, called the Nelder-Mead simplex algorithm3. During pressure matching SimSim s parameters (e.g. hydrocarbons in place, aquifer size and eigentime, etc.) are varied in a systematic manner according to the simplex algorithm to achieve pressure match. In mathematical terms the residuals sum of squares (least squares) between measured and calculated pressures is minimized. The parameters to be optimized can be freely selected by the user. 

A polynomial was fit to the calibration curve for the thermocouple by means of a minimization of the maximum deviation technique using the Nelder Mead sequential simplex minimization algorithm method.( 5,6, 7) The coefficients of this polynomial are stored in the analysis program and are used to convert thermocouple voltages to temperature values. Y values are converted to dH(t,T)/dt, the heat flow into and out of the sample in mcal/sec. The operator selects a baseline for the analysis by entering the temperatures of the beginning and end points of the baseline. A plot is produced of the raw data with the operator selected baseline shown as illustrated in Figure A. 

The key problem of the dissociation model is then the correct evaluation of aot and q o2- In order to solve this problem, the Nelder-Mead (1964) numerical minimization algorithm was used. This algorithm represents an extension of the simplex method of Spendley et al. (1962). The analysis of the validity of the procedure was made using the data of Olteanu and Pavel (1995) for electrical conductivities and molar volumes. 

Nelder and Mead (1965) described a more efficient (but more complex) version of the simplex method that permitted the geometric figures to expand and contract continuously during the search. Their method minimized a function of n variables using (n + 1) vertices of a flexible polyhedron. Details of the method together with a computer code to execute the algorithm can be found in Avriel (1976). 

---