Add LTMADS algorithm

[mateuszbaran]

Here is the paper: https://optimization-online.org/2007/08/1742/ .

[kellertuer]

The paper is actually the same, which the current Nelder-Mead is based on; compared to that LTMADS seems quite technical, so I am not yet sure how much effort such an implementation would be. To me at first read it seems to be a serious effort to realise that, unless we can use an existing LTMADS step in the tangent space in each iteration.

[mateuszbaran]

There is a Julia library that implements the Euclidean variant: https://github.com/ImperialCollegeLondon/DirectSearch.jl (MIT license). It could potentially be helpful.