Implements the Complex Method of Constrained Optimization, as proposed by Box (1965), improved by Guin (1968) and Krus (1992), and following the method in Andresson (2001). This is capable of optimizing a "black-box" system with few constraints on the optimization function and requiring no knowledge of its derivatives.
Includes an example, demonstrating training of an artificial neural network.
More details are available at http://blog.nutaksas.com
This was previously found at
Andersson J, "Multiobjective Optimization in Engineering Design - Application to fluid Power Systems." Doctoral thesis, Division of Fluid and Mechanical Engineering Systems, Department of Mechanical Engineering, Linkping University, 2001 http://citeseer.ist.psu.edu/562279.html
Box, M.J., "A new method of constrained optimization and a comparison with other method," Computer Journal, Vol. 8, No. 1, pp. 42-52, 1965.
Guin J. A., "Modification of the Complex method of constraint optimization," Computer Jornal, vol. 10, pp. 416-417, 1968. 32(34)
KRUS P., JANSON A., PALMBERG J.-O.,"Optimization Based on Simulation for Design of Fluid Power Systems", in Proceedings of ASME Winter Annual Meeting, Anaheim, USA, 1992.