A Sequential Simplex Pattern Search Solution to Production Planning Problems

Abstract

There are several efficient search procedures which have been developed recently for finding the minimum or maximum of a function of several variables. The search techniques are contrasted, as alternate ways of solving problems, to the usual algorithmic techniques of operations research such as linear and dynamic programming. Among these search procedures are Powell's method (7), Fletcher and Powell's method (3), Hooke and Jeeves' pattern search (5), and the sequential simplex pattern search (1), (2), (6), and (8). Of these, the sequential pattern search is probably the simplest and most efficient. It is the purpose of this article to expose the reader to this method and to illustrate how this method can be used to solve problems arising in production planning and inventory control.