ABSTRACT
Complex method is a reliable and simple approach to optimization problems with explicit and implicit constraints (Mishkin et al., 1984). It is based on modifications of the simplex method which uses generation and maintenance of a pattern of search points and application of projections of undesirable points through the centroid (center of the combined feasible points) of remaining points for means of finding new trial points (Ravindran et al., 2006). This method belongs to the family of semistochastic algorithms, and it is a sequential search technique providing a promising method of direct search in finite space problems (Saguy, 1982). Complex method, named from COstrained siMPLEX (Saguy, 1982), first presented by Box (1965), is an efficient and mathematically simple constrained optimization method compared to other optimization methodologies, e.g., Pontryagin’s maximum principle.
