The method of Hooke and Jeeves [Bell66Hooke61Kaupe63Swann72] is a direct search algorithm that
searches for the minimum of a nonlinear function without requiring (or attempting to calculate) derivatives of the
function. Instead it is based on a heuristic that suggests a descent direction using the values of the function
calculated in a number of previous iterations.
Options for Hooke & Jeeves
Iteration Limit
This parameter is positive integer determining the maximum number of iterations the algorithm shall perform.
The default is '50'.
Tolerance
This parameter is a positive value determining the tolerance with which the solution shall be determined. If
the improvement between two steps is less than the tolerance the algorithm stops. The default is '$10^{-5}$'.
Rho
This parameter is a value in (0, 1) determining the factor with which the steps size is reduced between
iterations. The default is '0.2'.
