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[docs] clarify black-box opt. in "Should you use JuMP" (#3901)
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odow authored Dec 10, 2024
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Expand Up @@ -74,18 +74,18 @@ consider using other packages such as:

### Black-box, derivative free, or unconstrained optimization

JuMP does support nonlinear programs with constraints and objectives containing
JuMP supports nonlinear programs with constraints and objectives containing
user-defined operators. However, the functions must be automatically
differentiable, or need to provide explicit derivatives. (See
differentiable, or you need to provide explicit derivatives. (See
[User-defined operators](@ref jump_user_defined_operators) for more information.)

If your function is a black-box that is non-differentiable (for example, it is
the output of a simulation written in C++), JuMP is not the right tool for the
If your function is a black-box that is non-differentiable (for example, the
function calls a simulation written in C++), JuMP is not the right tool for the
job. This also applies if you want to use a derivative free method.

Even if your problem is differentiable, if it is unconstrained there is limited
benefit (and downsides in the form of more overhead) to using JuMP over tools
which are only concerned with function minimization.
which are concerned only with function minimization.

Alternatives to consider are:

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