simplicial continuation

A direct search method for the class of problems considered by Lewis and Torczon [\textit{SIAM J. Optim.}, 12 (2002), pp. 1075-1089] is developed. Instead of using an augmented Lagrangian method, a simplicial approximation method to the feasible set is implicitly employed. This allows the points our algorithm considers to conveniently remain within an \textit{a priori} … Read more