DECT derivative-free equality-constrained optimization
Eigen matrix library: http://eigen.tuxfamily.org
Eigen is a header-only matrix library, and must be available in your default include path.
Simply run make in your checkout directory to build the benchmark program.
To use DECT in your own program, you only need the 'dect.h/cpp' files.
The DectModel class is the main entry point.
DectModel *dm = new DectModel(n_dim, n_constraints + 1);
dm->alloc();
dm->initBasis(xstart, radius);
dm->initModel(eval_fn);
DectModel::term_type res = dm->solve();
Eigen::VectorXd xopt = dm->xopt();