Pattern search optimisation algorithm library

[crisrogo]

Hello everybody,

I need a library that implements the pattern search (PS) optimization algorithm, which you can found here https://en.wikipedia.org/wiki/Pattern_search_(optimization)

I have found that MATLAB uses this method, as seen inhttp://es.mathworks.com/help/gads/patternsearch.html and http://es.mathworks.com/help/gads/how-pattern-search-polling-works.html

However, I haven't been able to find something similar on C++. I would implement it myself (as it is relatively easy to do so), but my boss prefers using external libraries.

Do you know any library that could work for me?

Thanks in advance.

[keskiverto]

No, I don't, but a websearch picked a review of algorithms:
http://www2.peq.coppe.ufrj.br/Pessoal/Professores/Arge/COQ897/dfo-Sahinidis.pdf
(It must have been written around 2009-2012.)