You could try [stochastic optimization methods][1]. The rough idea is to leverage noise to explore the landscape of $f(t)$. To illustrate this point, suppose you knew that the only point where $f'(t)=0$ is at the minimizer, then you could use a numerical solution to the SDE: $$ d Y = - f'(Y) dt + f'(Y) dW $$ to find the minimizer. Here $W$ is a standard Brownian motion. Note that this SDE has a fixed point at the minimizer, and away from the minimizer it *efficiently* explores $f(t)$. As a concrete test, consider $f(x) = 1/2 (x-1/2)^2 + \epsilon \cos(10 x \pi)$, which has a global minimum at $x=1/2$ as shown in the figure below with $\epsilon=0.01$. Starting from the initial condition $0.92$ the method described above converges like a charm to the minimum at $0.5$ in just $32$ steps despite the fact that $f(t)$ is a bit bumpy. ![enter image description here][2] The dots in this figure represent the points along a numerical solution of the SDE by the simple Euler-Maruyama scheme. [1]: https://en.wikipedia.org/wiki/Stochastic_optimization [2]: https://i.sstatic.net/VoubG.jpg