Derivative-Free optimization algorithms. These algorithms do not require gradient information.
More importantly, they can be used to solve non-smooth optimization problems.
These algorithms were translated from the Matlab code of Prof. C.T. Kelley, given in his book "Iterative methods for optimization".
However, there are some non-trivial modifications of the algorithm.
Currently, the Nelder-Mead and Hooke-Jeeves algorithms is implemented. In future, more derivative-free algorithms may be added.