Content deleted Content added
No edit summary |
|||
Line 43:
=== Derivative-free optimization methods ===
[[Derivative-free optimization]] is a subject of mathematical optimization. This method is applied to a certain optimization problem when its derivatives are unavailable or unreliable. Derivative-free methods establish a model based on sample function values or directly draw a sample set of function values without exploiting a detailed model. Since it needs no derivatives, it cannot be compared to derivative-based methods.<ref>Conn, A. R.; [[Katya Scheinberg|Scheinberg, K.]]; [[Luis Nunes Vicente|Vicente, L. N.]] (2009). [http://www.mat.uc.pt/~lnv/idfo/ ''Introduction to Derivative-Free Optimization'']. MPS-SIAM Book Series on Optimization. Philadelphia: SIAM. Retrieved 2014-01-18.</ref>
For unconstrained optimization problems, it has the form:
| |||