title: Python function minimisation without derivative
body: <p>I am familiar with some of the functions in scipy.optimize.optimize and have in the past used fmin_cg to minimize a function where I knew the derivative. However, I now have a formula which is not easily differentiated. </p>
  
  <p>Several of the functions in that module (fmin_cg, for instance) do not actually require the derivative to be provided. I assume that they then calculate a quazi-derivative by adding a small value to each of the parameters in turn - is that correct? </p>
  
  <p>My main question is this: Which of the functions (or one from elsewhere) is the best to use when minimising a function over multiple parameters with no given derivative?</p>