Chapter 07: Derivative Free Optimization
In this chapter we take a look into simple derivative free approaches.
Chapter 7.01: Coordinate Descent
In the subchapter we look into Axes as descent direction, the CD on linear model and the LASSO Soft-Thresholding operator.
Chapter 7.02: Nelder-Mead
In this subchapter we explore the general idea of nelder-mead and look into the concepts Reflection, expansion and contraction.
Chapter 7.03: Simulated Annealing
In this subchapter we take a look at the concept of simulated annealing.
Chapter 7.04: Multi-Starts
In this subchapter we take a look at multimodal functions, basins of Attractions and simple multi-start procedures.