An extension of the simplex method to constrained nonlinear optimization

摘要: The simplex algorithm of Nelder and Mead is extended to handle nonlinear optimization problems with constraints. To prevent the from collapsing into a subspace near constraints, delayed reflection introduced for those points moving infeasible region. Numerical experience indicates that proposed yields good results in presence both inequality equality even when constraint region narrow. We note it may be possible modify improve by trying out variants.