Derivative-Free Optimization

Back to Bound Constrained Optimization or Continuous Optimization

Derivative-free optimization refers to the solution of bound-constrained optimization problems using algorithms that do not require derivative information, only objective function values.

References

  • Rios, L. M. and Sahinidis, N. V. 2013. Derivative-free optimization: a review of algorithms and comparison of software implementations. Journal of Global Optimization 56(3): 1247 - 1293.