A Julia implementation of SPSA (Simultaneous Perturbation Stochastic Approximation).
Install it in a julia repl with
]add https://github.com/jbrea/SimultaneousPerturbationStochasticApproximation.jl
using SimultaneousPerturbationStochasticApproximation
f(x) = sum(abs2, x)
result = minimize(f, lower = fill(-10, 10), upper = fill(10, 10), maxfevals = 10^5)
This package is not (well) tested and has minimal documentation. I found SPSA generally to be inferior to the standard methods of BlackBoxOptim or PyCMA.