At Thu, 27 Mar 2008 13:35:34 +0100, picca wrote: > I already wrote such an algorithm, but it was in my kitchen so not > ready for a gsl path. It is no more "simplex" but "modified simplex". > > In fact my modification was to ensure the validity of the next f(xi) by > contracting closer to the best vertex in case of non finit value of > f(xi). > > what do you think about this ?
It sounds plausible, maybe there are some papers dealing with this.
