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This was requested by @deisegema.
The reference for this is [J. Moré and S. Wild website](http://www.mcs.anl.gov/~more/dfo/) and [article](http://ferrari.dmat.fct.unl.pt/personal/mle/DocPDEGR/docsMF/…
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Related to #22 in that it also requires changes to the website repository:
Some slides in `slides-pdf` which are linked from the website as well are named like this
```
slides-derivfree-1-coord…
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https://arxiv.org/abs/1804.07824
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### Is your feature request related to a problem? Please describe.
With the pending closure of https://github.com/scipy/scipy/pull/20964, PRIMA will be integrated with SciPy, and while the primary go…
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### Problem
The leaf optimization implements the following pseudocode for a given leaf (with a few extra things like exponential smoothing and softmaxes):
```
leaf_probabilities[j] = sum[over i] …
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Dear openturns maintainers,
This is Dr. Zaikun Zhang from the Hong Kong Polytechnic University. Together with Professor [N.I.M. Gould](https://www.numerical.rl.ac.uk/people/nimg/), I am responsible…
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Now a derivative free bounded univariate optimization function `Optim.optimize` (`Brent()`) is used to compute the max in the Bellman operator. This part should be the main bottleneck. It will be more…
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A priority for future development should be to make this package compatible with arbitrary derivative-free `Optim.jl` or `BlackBoxOptim.jl` optimization algorithms. These problems are formulated not a…
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- [ ] implementar pdfo, en particular cobyla2, que funciona como fmincon y minimize:
https://www.mathworks.com/matlabcentral/fileexchange/75195-pdfo-powell-s-derivative-free-optimization-solvers?s_ti…
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NLopt (http://ab-initio.mit.edu/wiki/index.php/NLopt) is a library for NLP. It includes some interesting algorithms, for example for global optimization and derivative-free optimization. There are als…