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A Projection Method for Linearly Constrained Problems Which Only Uses Function Values
Yugoslav journal of operations research, Tome 1 (1991) no. 1, p. 71
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In this paper we define an iterative algorithm which uses only function values for finding an optimal solution to the problem min {$\varphi(x) | x \in X$}, where X is a convex polytope. It is shown that using this algorithm one can reduce the initial problem to a finite number of subproblems of the type min{$\varphi(x) | x \in C$}, where C is a linear manifold. It is also shown that each cluster point of the sequence generated by the algorithm presents an optimal point to the considered optimization problem.
Keywords: optimization algorithm, linear manifold, projected gradient, projected Hessian 
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     author = {Nada I. {\DJ}uranovi\'c-Mili\v{c}i\'c},
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Nada I. Đuranović-Miličić. A Projection Method for Linearly Constrained Problems Which Only Uses Function Values. Yugoslav journal of operations research, Tome 1 (1991) no. 1, p. 71 . http://geodesic.mathdoc.fr/item/YJOR_1991_1_1_a6/