Introduction to derivative-free optimization /
Conn, A. R.(Andrew R.)
Scheinberg, Katya.
Vicente, Luis N.
Philadelphia, Pa. : Society for Industrial and Applied Mathematics/Mathematical Programming Society,
c2009.
Includes bibliographical references (p. 255-270) and index.
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.
Mathematical models.
Mathematical optimization
Engineering mathematics.
Industrial engineering
Search theory.
Nonlinear theories.