optimizing non-differentiable functions

Sebastian Urban urban at stoch.uni-karlsruhe.de
Sun Aug 16 21:16:17 CEST 2009


Hello everybody,

is there a way to optimize a function, whose gradient I don't know /
cannot compute? The command 'optim' seems to require the cost function
to provide the gradient...

Thanks for help, suggestions and comments!
Sebastian



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