Derivative-Free Optimization (DFO)

You can find good subroutines in GSL for multivariable nonlinear optimization, but the only method it provides for DFO is Nelder-Mead simplex method, which, claimed by Numerical Recipes, is “almost surely” slower than the Powell’s direct set method “in all likely applications”. You can find some DFO solvers here, but few of them are implemented [...]

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