We used genetic programming to evolve a direct search optimization algorithm, similar to that of the standard downhill simplex optimization method proposed by Nelder and Mead ( 1965 ). In the training process, we used several ten-dimensional quadratic functions with randomly displaced parameters and different randomly generated starting simplices. The genetically obtained optimization algorithm showed overall better performance than the original Nelder-Mead method on a standard set of test functions. We observed that many parts of the genetically produced algorithm were seldom or never executed, which allowed us to greatly simplify the algorithm by removing the redundant parts. The resulting algorithm turns out to be considerably simpler than the original Nelder-Mead method while still performing better than the original method.
Keywords: Derivative-free optimization; Direct search methods; Downhill simplex method; Genetic programming; Hyper-heuristic; Meta-optimization; Nelder–Mead.