Rios, Luis; Sahinidis, Nikolaos - In: Journal of Global Optimization 56 (2013) 3, pp. 1247-1293
availability of objective function values but no derivative information. We refer to these algorithms as derivative-free algorithms … algorithms has long been studied, and it has found renewed interest in recent time. Along with many derivative-free algorithms …, many software implementations have also appeared. The paper presents a review of derivative-free algorithms, followed by a …