I need to understend how black box optimizer work. I need a real life example of how it hlps. So what I need: What was the task, what were parameters, what was the function to minimize and how it all worked toogether. I need deteiled info on this topic, please - wiki does not give lot of help...
- Anybody can ask a question
- Anybody can answer
- The best answers are voted up and rise to the top
Chapter 10 of Numerical Recipes has a good description of how the golden section search works in 1D, as well as description of multidimensional cases. You could see figure 10.1.1 in the obsolete C version (available free online)
Your question is quite broad but Tim Kelley's recent book may illuminate you as far as applications are concerned and one type of algorithm (implicit filtering): http://www.ec-securehost.com/SIAM/SE23.html
A chapter of Tim Kelley's previous book also talks about implicit filtering and direct search: http://www.ec-securehost.com/SIAM/FR18.html
A number of algorithms are detailed in the book by Conn, Scheinberg and Vicente, "Introduction to Derivative-Free Optimization" but this book doesn't have many applications: http://www.ec-securehost.com/SIAM/MP08.html From the algorithmic and theoretical point of view, this is a strong book.
This is much more representative of recent research and state of the art than Numerical Recipes.