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Showing posts from March 25, 2019

Minimising a black box function

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0 I have a function with 8 inputs, which yields a single output. I do not know what the function does and so cannot use any derivative-based method to minimise said output. Currently this is done by picking n random vectors, with some bounds for each input, obtaining an output value for each vector, and picking the lowest output from a vector of n. I have been told to try Ant Colony Optimisation, however I struggle to see how I could implement that for a function with that many inputs. Any ideas as to how to approach this problem in a better way than it is currently being done will be much appreciated. The function itself takes a non-negligible time to run, so I am interested in ways to most efficiently (solving the function as low number of times as possible) find a minimum. EDIT: The bounds for each of the 8 i