Supriya Ghosh (Editor)

Derivative free optimization

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Derivative-free optimization

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).

Algorithms

  • DONE
  • Bayesian optimization
  • CMA-ES
  • Coordinate descent and adaptive coordinate descent
  • Cuckoo search
  • Genetic algorithms
  • MCS algorithm
  • Nelder-Mead method
  • Particle swarm optimization
  • Pattern search
  • Powell's COBYLA, UOBYQA, NEWUOA, BOBYQA and LINCOA algorithms
  • Random search
  • Shuffled complex evolution algorithm
  • Simulated annealing
  • References

    Derivative-free optimization Wikipedia


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