Simplify "DirectSearchOptimizer"
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                 Key: MATH-428
                 URL: https://issues.apache.org/jira/browse/MATH-428
             Project: Commons Math
          Issue Type: Improvement
            Reporter: Gilles
            Assignee: Gilles
            Priority: Minor
             Fix For: 3.0


This issue refers to classes in package {{optimization.direct}}.

Currently the class {{NelderMead}} inherits from {{DirectSearchOptimizer}}. 
However the method {{doOptimize}} is implemented in {{DirectSearchOptimizer}}. 
This is backwards from the intended design (where an "optimizer" is defined as 
a class that implements a specific algorithm within {{doOptimize}}). According 
to this "terminology", {{DirectSearchOptimizer}} is the optimizer whereas 
{{NelderMead}} could be considered as a specific way to construct a simplex. 
Indeed, that's what seems intended since it overrides the abstract method 
{{iterateSimplex}}.

I suggest to create 2 classes that will make it clear the separation between 
the "optimizer" and the "simplex manager".


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