I want to understand an implement this method to solve some 2D multivariate blackbox function $f(x,y)$, but am having trouble understanding the algorithm.
What I understand so far:
- Start with some initial trial value $x_0, y_0$
- Create the 'Mesh'
- Search a finite number of points on the mesh
- If the search fails, perform a 'Poll' step $P_k = x_k + \Delta_k d$
Where I am confused
How do we 'create' the Mesh? How does the mesh change with each iteration?
How do we perform a search step? How do we choose which points on the mesh to search?
What does it mean to perform a poll step? How should $\Delta_k$ change? What is meant by $d$?
Thanks in advance for an help