SID-PSM
A pattern search method guided by simplex derivatives for use in derivative-free optimization
SID-PSM is a solver for constrained or unconstrained nonlinear optimization problems, using derivative-free
methods. In the general constrained case and for the current version,
the derivatives of the functions defining the constraints must be provided. The optimizer uses an implementation
of a generalized pattern search method, combining its global convergence properties with the efficiency
of the use of quadratic polynomials to enhance the search step
and of the use of simplex gradients for guiding the function evaluations of the poll step.
