Fortified-Descent Simplicial Search Method: A General Approach

@article{Tseng1999FortifiedDescentSS,
  title={Fortified-Descent Simplicial Search Method: A General Approach},
  author={Paul Tseng},
  journal={SIAM Journal on Optimization},
  year={1999},
  volume={10},
  pages={269-288}
}
We propose a new simplex-based direct search method for unconstrained minimization of a realvalued function f of n variables. As in other methods of this kind, the intent is to iteratively improve an n-dimensional simplex through certain reflection/expansion/contraction steps. The method has three novel features. First, a user-chosen integer m̄k specifies the number of “good” vertices to be retained in constructing the initial trial simplices–reflected, then either expanded or contracted–at… CONTINUE READING