name: derivative-free-optimization description: Optimization without gradient information allowed-tools:
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- Grep metadata: specialization: mathematics domain: science category: optimization phase: 6
Derivative-Free Optimization
Purpose
Provides optimization capabilities for problems where gradient information is unavailable or unreliable.
Capabilities
- Nelder-Mead simplex method
- Powell's method
- Surrogate-based optimization
- Bayesian optimization
- Pattern search methods
- Trust region methods
Usage Guidelines
- Method Selection: Choose based on problem characteristics
- Function Evaluations: Minimize expensive function calls
- Surrogate Models: Build and refine surrogate approximations
- Exploration-Exploitation: Balance search strategies
Tools/Libraries
- scipy.optimize
- Optuna
- GPyOpt