directsearch is a package for solving unconstrained minimization, without
requiring derivatives of the objective. It is particularly useful when
evaluations of the objective function are expensive and/or noisy.

It implements a family of direct search methods. For general references on these
methods, please consult:
1. A R Conn, K Scheinberg, and L N Vicente. Introduction to derivative-free
   optimization. SIAM, 2009.
2. C Audet, and W. Hare. Derivative-Free and Blackbox Optimization. Springer,
   2017.
3. T G Kolda, R M Lewis, and V Torczon. Optimization by Direct Search: New
   Perspectives on Some Classical and Modern Methods. SIAM Review, 45(3), 2003,
   385-482.

This package extends general direct search methods to use randomized methods for
improved practical performance and scalability.