Optimizing an opaque function

[Christian_Simonis]

@soufg

I stumbled upon the notion of “derivate free optimization” Derivative-free optimization - Wikipedia , that includes the previous answer

Thanks for sharing! These threads might be interesting for you:

• Why there are so many optimizer algorithms? - #2 by Christian_Simonis
• Question about optimizers - #2 by Christian_Simonis

and also this paper discussed here:

@Christian_Simonis

Not only when gradients are difficult to compute but also if you have a highly non-convex optimization resp. if you face many local minima but many of them are not sufficient to solve your business problem, gradient-free methods can help, even though they can (in general) be worse performance-wise than gradient-based ones.

Best regards
Christian