Introduction: Tools and Challenges in Derivative-Free and Blackbox Optimization

Abstract

In this introductory chapter, we present a high-level description of optimization, blackbox optimization, and derivative-free optimization. We introduce some basic optimization notation used throughout this book, and some of the standard classifications of optimization problems. We end with three examples where blackbox optimization problems have arisen in practice. The first of these examples will be used throughout this book as a case study for how various optimization algorithms behave.