Derivative-free optimization

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Derivative free optimization (or derivative-free optimization) is a subject of mathematical optimization. It may refer to problems for which derivative information is unavailable, unreliable or impractical to obtain (derivative-free optimization problems), or methods that do not use derivatives (derivative-free optimization methods).[1]

Introduction[edit]

Examples of problems[edit]

Algorithms[edit]

Software[edit]

See also[edit]

References[edit]

  1. ^ Conn, A. R.; Scheinberg, K.; Vicente, L. N. (2009). Introduction to Derivative-Free Optimization. MPS-SIAM Book Series on Optimization. Philadelphia: SIAM. Retrieved 2014-01-18.