High-dimensional Minimization without analytical derivatives

[Brian Gough]

Anatoliy Belaygorod writes:
 > But which one is better?

The computational effort always depends on the details of the function
and the suitability of the starting point(s), as well as the algorithm.

In the absence of any theoretical guidance, one has to try numerical
derivatives and the simplex method, and see which is faster.

-- 
Brian Gough

Network Theory Ltd,
Commercial support for GSL --- http://www.network-theory.co.uk/gsl/