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" Introduction to derivative-free optimization / "
Andrew R. Conn, Katya Scheinberg, Luis N. Vicente
Document Type
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BL
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Record Number
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687806
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Doc. No
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b509995
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Main Entry
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Conn, A. R., (Andrew R.)
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Title & Author
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Introduction to derivative-free optimization /\ Andrew R. Conn, Katya Scheinberg, Luis N. Vicente
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Publication Statement
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Philadelphia :: Society for Industrial and Applied Mathematics/Mathematical Programming Society,, c2009
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Series Statement
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MPS-SIAM series on optimization ;; 8
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Page. NO
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xii, 277 p. :: ill. ;; 26 cm
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ISBN
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0898716683
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: 9780898716689
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Bibliographies/Indexes
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Includes bibliographical references (p. 255-270) and index
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Contents
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Introduction -- Sampling and linear models -- Interpolating nonlinear models -- Regression nonlinear models -- Underdetermined interpolating models -- Ensuring well poisedness and suitable derivative-free models -- Directional direct-search methods -- Simplicial direct-search methods -- Line-search methods based on simplex derivatives -- Trust-region methods based on derivative-free models -- Trust-region interpolation-based methods -- Review of surrogate model management -- Review of constrained and other extensions to derivative-free optimization
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Abstract
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The absence of derivatives, often combined with the presence of noise or lack of smoothness, is a major challenge for optimisation. This book explains how sampling and model techniques are used in derivative-free methods and how these methods are designed to efficiently and rigorously solve optimisation problems
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Subject
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Engineering mathematics
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Subject
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Industrial engineering-- Mathematics
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Subject
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Mathematical models
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Subject
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Mathematical optimization-- Industrial applications
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Subject
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Nonlinear theories
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Subject
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Search theory
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Dewey Classification
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519.6
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LC Classification
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TA342.C67 2009
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TA342.C67 2009
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Added Entry
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Scheinberg, Katya
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Vicente, Luis N
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