Interpolation-Based Trust-Region Methods for DFO

Some of the reasons to apply derivative-free optimization are the following: Nowadays computer hardware and mathematical algorithms allows increasingly large simulations. Functions are noisy (one cannot trust derivatives or approximate them by finite differences). Binary codes (source code not available) and random simulations — making automatic differentiation impossible to apply. Legacy codes (written in the past and not maintained by the original authors). Lack of sophistication of the user (users need improvement but want to use something simple)