An Improved Procedure for Orthogonalising the Search Vectors in Rosenbrock's and Swann's Direct Search Optimisation Methods
John R. Palmer · The Computer Journal · 1969
An improved procedure is presented for generating orthogonal search vectors for use in Rosen-brock's and Swann's optimisation methods. The new procedure shows considerable savings in time and in storage requirements, and deals more satisfactorily with certain cases in which the original method fails.