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Journal of Global Optimization· 2012Q1· Review

Derivative-free optimization: a review of algorithms and comparison of software implementations

Luis Miguel Rios, Nikolaos V. Sahinidis

Short summary

This review systematically compares 22 derivative-free optimization software implementations on 502 problems, finding that specific solvers like 'nlsSolve', 'nlopt', and 'nomad' generally outperform others in finding near-global solutions and refining optima.

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Field: Numerical Analysis

Numerical AnalysisMathematics