Sumit I am by no means an authority on optimisation algorithms, however from the programming perspective, I do know the following: you need to know if your blackbox problem is:
* constrained or not (are the extra equations limiting the feasible sets of input parameters) * allowable range of input parameters * domain over which your parameters must be set (integers, real, bool -- or a mixture) * is your objective function smooth or piecewise smooth. * is your objective function concave or convex, or can't say * can your blackbox function provide you with derivatives and second derivatives of your object function (and constraints, if applicable) with respect to the different input parameters. * probably lots of other consideration too. I suggest that you might be dipping your toe into the ocean of optimisation, perhaps in order to solve a problem that you have, but that without learning a bit more about the difficulties and challenges of this are, your approach to solving your high-level problem will be flawed. Cheers JP On 15/11/11 23:11, Sumit Adhikari wrote: > Dear All, > > I have a black-box (whose function is not known). I want to optimize > (minimize) the parameters (say {p}) which are input to the black-box. > > What could be the best method to use ? > > Please note : that the selection of algorithm should be generic as the > implementation of the black box can be anything. > > Regards, > _______________________________________________ Help-gsl mailing list Help-gsl@gnu.org https://lists.gnu.org/mailman/listinfo/help-gsl