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

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Examples of derivative-free optimization problems

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Derivative-free optimization algorithms

CMA-ES

Coordinate descent

Cuckoo search

Genetic algorithms

MCS algorithm

Nelder-Mead method

Particle swarm optimization

Pattern search

Powell's COBYLA, UOBYQA, NEWUOA, BOBYQA and LINCOA

Shuffled Complex Evolution Algorithm

Software

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See also

References

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