bfgs with approximate numerical gradient?

[Tao Sun]

Hi,

Is it possible to perform bfgs without known the explicit expression of the derivative? In other words, derivatives are approximated numerically.

Thank you,
Tao

[Keith O'Hara]

There's a numerical gradient method here:

https://github.com/kthohr/optim/blob/master/include/misc/numerical_gradient.hpp