Hooke-Jeeves Direct Search Method Technique

The Hooke-Jeeves technique begins with a starting guess and searches for a local minimum.

See Also
Configuring the Hooke-Jeeves Technique

In the Hooke-Jeeves technique the objective function is not required to be continuous. Because the algorithm does not use derivatives, the function does not need to be differentiable. Because this technique also has a convergence parameter, rho, you can determine the number of function evaluations needed for the greatest probability of convergence.