A method for maximizing (minimizing) a function of several variables, whereby the choice of direction of descent (ascent) is made using an ordered sorting of the vertices of the admissible polyhedral set (see Simplex method).
Simplex search. A.B. Ivanov (originator), Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Simplex_search&oldid=11513