My guess: a function that you can evaluate but that you can not differentiate. Differentiate being "know the slope".

Differentiable functions are great because you can run gradient descent on them in a very optimized way. Example: if your objective is to have a very high value, search in the direction that has a mounting slope.

Though maybe I'm missing something 'cos it seems to me you can run gradient descend on non-differentiable functions. It just requires more evaluations.