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I was wondering as I was listening to the 'introduction of numerics' lecture whether there is a line search optimization method (e.g. optimizing the step size for a given direction vector) such as Armijo but without needing the gradient of a function?

The problem I am talking about is optimizing $\alpha$ in:

$f(x + \alpha d) < f(x)$

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    $\begingroup$ Googl4e derivative-free line search $\endgroup$ May 3, 2020 at 1:35

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