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).^[1]

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

See also

• Mathematical optimization

References

Optimization: Algorithms, methods, and heuristics
Unconstrained nonlinear: Methods calling … … functions Golden section search Interpolation methods Line search Nelder–Mead method Successive parabolic interpolation … and gradients Convergence Trust region Wolfe conditions Quasi–Newton BFGS and L-BFGS DFP Symmetric rank-one (SR1) Other methods Gauss–Newton Gradient Levenberg–Marquardt Conjugate gradient Truncated Newton … and Hessians Newton's method
Constrained nonlinear General Barrier methods Penalty methods Differentiable Augmented Lagrangian methods Sequential quadratic programming Successive linear programming
Convex optimization Convex minimization Cutting-plane method Reduced gradient (Frank–Wolfe) Subgradient method Linear and quadratic Interior point Affine scaling Ellipsoid algorithm of Khachiyan Projective algorithm of Karmarkar Basis-Exchange Simplex algorithm of Dantzig Revised simplex algorithm Criss-cross algorithm Principal pivoting algorithm of Lemke
Combinatorial Paradigms Approximation algorithm Dynamic programming Greedy algorithm Integer programming Branch & bound or cut Graph algorithms Minimum spanning tree Bellman–Ford Borůvka Dijkstra Floyd–Warshall Johnson Kruskal Network flows Dinic Edmonds–Karp Ford–Fulkerson Push–relabel maximum flow
Metaheuristics Evolutionary algorithm Hill climbing Local search Simulated annealing Tabu search
Categories Algorithms and methods Heuristics Software