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Numerical Analysis and Scientific Computing

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Automated Parallel Optimization Of Simulation Parameters Using Modified Nelder-Mead Simplex Algorithm, Erina Mills May 2022

Automated Parallel Optimization Of Simulation Parameters Using Modified Nelder-Mead Simplex Algorithm, Erina Mills

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Computational simulations used in many fields have parameters that define models that are used to evaluate simulated properties. When developing these models, the goal is to choose the parameters that best replicate a set of desired properties. Mathematical optimization methods can be used to optimize the simulation parameters by defining a function that uses simulation parameters as input and outputs a value describing how well a set of experimental properties are reproduced.

Because simulated properties are often calculated using stochastic sampling methods, this optimization involves an objective function that is noisy and expensive to evaluate. Also, optimization of the simulation …