I commonly work with problems of the form where a maximum needs to be evaluated for a non-linear user-defined function F(x), where x denotes either a scalar or vector of function inputs and an analytical description of the gradient does not exist. I commonly my own routines for this purpose, but was wondering whether a better option is available through the MKL. I have not been able to find any reference beyond the "non-linear least squares" procedure that requires the problem to be twice differentiable. Any advice would be greatly appreciated,
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