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What are the differences between derivative free and derivative based optimization.

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What are the differences between derivative free and derivative based optimization.

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written 7.9 years ago by | • modified 7.9 years ago |

Derivative Free Optimization | Derivative Based Optimization |
---|---|

Derivative Free Optimization cannot be derived | Derivative Based Optimization can be derived |

It makes use of evolutionary concepts. | It does not makes use of evolutionary concepts. |

It is slower than Derivative Based Optimization. | It is faster than Derivative Free Optimization. |

It makes use of random number generator to find the search directions. | It does not makes use of random number generator to find the search directions. |

No analysis is done sue to randomness. | Analysis is performed at every step. |

There is no need of differentiable function. | There is need of differentiable function. |

Some Natural wisdom is used that is based on evolution & thermo Dynamics. | No Natural wisdom is used. |

Techique: Simulated Annealing. |
Techique: Descent Method & Newton's Method. |

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written 7.9 years ago by |

**Derivative free optimization**

- Derivative free optimization is repeated evaluation of objective function
- The concept are based on natures wisdom, such as evolution and thermodynamics
- The analytic opacity knowledge about them are based on empirical studies.
Stopping condition in derivative free optimization:

Let k denote an iteration count and fk denote the best objective function obtained at count k. stopping condition depends on

- Computation time
- Optimization goal;
- Minimal Improvement
- Minimal relative improvement

**Derivative based optimization**

- Derivative based optimization deals with gradient-based optimization techniques, capable of determining search directions according to an objective function’s derivative information
It is used in optimizing non-linear neuro-fuzzy models,

– Steepest descent

– Conjugate gradient

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