Making the most of next-generation galaxy clustering surveys requires overcoming challenges in complex, non-linear modelling to access the significant amount of information at smaller cosmological scales. Field-level inference has provided a unique opportunity beyond summary statistics to use all of the information of the galaxy distribution. However, addressing current challenges often necessitates numerical modelling that incorporates non-differentiable components, hindering the use of efficient gradient-based inference methods. In this paper, we introduce Learning the Universe by Learning to Optimize (LULO), a gradient-free framework for reconstructing the 3D cosmic initial conditions. Our approach advances deep learning to train an optimization algorithm capable of fitting state-of-the-art non-differentiable simulators to data at the field level. Importantly, the neural optimizer solely acts as a search engine in an iterative scheme, always maintaining full physics simulations in the loop, ensuring scalability and reliability. We demonstrate the method by accurately reconstructing initial conditions from halos identified in a dark matter-only N-body simulation with a spherical overdensity algorithm. The derived dark matter and halo overdensity fields exhibit cross-correlation with the ground truth into the non-linear regime Mpc. Additional cosmological tests reveal accurate recovery of the power spectra, bispectra, halo mass function, and velocities. With this work, we demonstrate a promising path forward to non-linear field-level inference surpassing the requirement of a differentiable physics model.